// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.

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

// © fluxchart

//@version=5

const bool DEBUG = false

const bool OBSettings = false

const int maxBoxesCount = 500

const int maxRowSize = 50

const int priceBoxSize = 5

const int v2Gap = 1

const string v2TextSize = size.small

const int edgeOffset = 25

const int minDistance = 125

const float overlapThresholdPercentage = 0

const int maxDistanceToLastBar = 1750 // Affects Running Time

const int maxOrderBlocks = 30

indicator("Weighted Volume Profile Pivot Points | Flux Charts", shorttitle = "WVPPP | Flux Charts",
overlay = true, max_boxes_count = maxBoxesCount, max_labels_count = maxBoxesCount,
max_lines_count = maxBoxesCount, max_bars_back = 1005)

showPreviousSessions = input.bool(true, "Show Previous Sessions", group = "General Configuration",

display = display.none)

dbgMode = input.string("Order Blocks", "Mode", options = ["Pivots", "Order Blocks"], group = "General
Configuration")

analyzeBars = input.int(200, "Analyze Bars", minval = 1, maxval = 1000, group = "General Configuration")

rowCount = input.int(30, "Row Count", minval = 1, maxval = 1000, group = "General Configuration")

volumeWeight = input.string("Normal", "Volume Weighting", ["Recent", "Normal", "Past"], group =

"General Configuration", display = display.none)

swingLen = input.int(10, "Swing Length", minval = 1, group = "General Configuration")

keepOldPOC = input.bool(true, "Keep Past POC Lines", group = "General Configuration")

intersectionBody = DEBUG ? input.bool(false, "[DBG] Intersection With Body", group = "General

Configuration") : false
// OB Settings

showInvalidated = OBSettings ? input.bool(true, "Show Historic Zones", group = "Order Blocks", display =
display.none) : true

OBRendering = OBSettings ? input.bool(true, "Show Order Blocks", group = "Order Blocks", display =
display.none) : false

orderBlockVolumetricInfo = OBSettings ? input.bool(true, "Volumetric Info", group = "Order Blocks",

inline="EV", display = display.none) : true

obEndMethod = OBSettings ? input.string("Wick", "Zone Invalidation", options = ["Wick", "Close"],

group = "Order Blocks", display = display.none) : "Wick"

combineOBs = DEBUG ? input.bool(true, "Combine Zones", group = "Order Blocks", display =

display.none) : true

maxATRMult = DEBUG ? input.float(3.5,"Max Atr Multiplier", group = "Order Blocks") : 3.5

zoneCount = OBSettings ? input.string("Low", 'Zone Count', options = ["High", "Medium", "Low", "One"],
tooltip = "Number of Order Block Zones to be rendered. Higher options will result in older Order Blocks
shown.", group = "Order Blocks", display = display.none) : "Low"

bullOrderBlockColor = OBSettings ? input(#08998180, 'Bullish', inline = 'obColor', group = 'Order Blocks',

display = display.none) : #08998180

bearOrderBlockColor = OBSettings ? input(#f2364680, 'Bearish', inline = 'obColor', group = 'Order

Blocks', display = display.none) : #f2364680

bullishOrderBlocks = zoneCount == "One" ? 1 : zoneCount == "Low" ? 3 : zoneCount == "Medium" ? 5 :

10
bearishOrderBlocks = zoneCount == "One" ? 1 : zoneCount == "Low" ? 3 : zoneCount == "Medium" ? 5 :
10

timeframe1Enabled = true

timeframe1 = ""

highlightSessions = input.bool(true, "Highlight Sessions", group = "Style", display = display.none)

dbgStyling = DEBUG ? input.string("v2", "[DBG] Styling", ["v1", "v2"], group = "Style", display =
display.none) : "v2"

alignSetting = input.string("Left", "Align To", options = ["Left", "Right"], group = "Style", display =
display.none)

POCEnabled = input.bool(true, "POC Line ", inline = "POC", group = "Style", display = display.none)

POCLineStyle = input.string("____", " ", options = ["____", "----", "...."], group = "Style", inline = "POC",
display = display.none)

POCLineWidth = input.int(2, "", options = [1,2,3], group = "Style", inline = "POC", display = display.none)

POCLineColor = input.color(color.yellow, "", group = "Style", inline = "POC", display = display.none)

bullishColor = input.color(#089981, "Bullish", inline = "color", group = "Style", display = display.none)

bearishColor = input.color(#f23646, "Bearish", inline = "color", group = "Style", display = display.none)

textColor = input.color(#ffffff80, "Text Color", group = "Style")

extendZonesBy = DEBUG ? input.int(15, "Extend Zones", group = "Style", minval = 1, maxval = 30, inline =
"ExtendZones") : 15

extendZonesDynamic = DEBUG ? input.bool(true, "Dynamic", group = "Style", inline = "ExtendZones") :

true

combinedText = DEBUG ? input.bool(false, "Combined Text", group = "Style", inline =

"CombinedColor") : false

volumeBarsPlace = DEBUG ? input.string("Left", "Show Volume Bars At", options = ["Left", "Right"],
group = "Style", inline = "volumebars") : "Left"

mirrorVolumeBars = DEBUG ? input.bool(true, "Mirror Volume Bars", group = "Style", inline =

"volumebars") : true

volumeBarsLeftSide = (volumeBarsPlace == "Left")

extendZonesByTime = extendZonesBy * timeframe.in_seconds(timeframe.period) * 1000

atr = ta.atr(10)
type orderBlockInfo

float top

float bottom

float obVolume

string obType

int startTime

float bbVolume

float obLowVolume

float obHighVolume

bool breaker

int breakTime

string timeframeStr

bool disabled = false

string combinedTimeframesStr = na

bool combined = false

type orderBlock

orderBlockInfo info

bool isRendered = false

box orderBox = na

box breakerBox = na

line orderBoxLineTop = na

line orderBoxLineBottom = na

line breakerBoxLineTop = na

line breakerBoxLineBottom = na

//

box orderBoxText = na

box orderBoxPositive = na

box orderBoxNegative = na
 line orderSeperator = na

line orderTextSeperator = na

createOrderBlock (orderBlockInfo orderBlockInfoF) =>

orderBlock newOrderBlock = orderBlock.new(orderBlockInfoF)

newOrderBlock

safeDeleteOrderBlock (orderBlock orderBlockF) =>

orderBlockF.isRendered := false

box.delete(orderBlockF.orderBox)

box.delete(orderBlockF.breakerBox)

box.delete(orderBlockF.orderBoxText)

box.delete(orderBlockF.orderBoxPositive)

box.delete(orderBlockF.orderBoxNegative)
 line.delete(orderBlockF.orderBoxLineTop)

line.delete(orderBlockF.orderBoxLineBottom)

line.delete(orderBlockF.breakerBoxLineTop)

line.delete(orderBlockF.breakerBoxLineBottom)

line.delete(orderBlockF.orderSeperator)

line.delete(orderBlockF.orderTextSeperator)

type timeframeInfo

int index = na

string timeframeStr = na

bool isEnabled = false

orderBlockInfo[] bullishOrderBlocksList = na

orderBlockInfo[] bearishOrderBlocksList = na

newTimeframeInfo (index, timeframeStr, isEnabled) =>

 newTFInfo = timeframeInfo.new()

newTFInfo.index := index

newTFInfo.isEnabled := isEnabled

newTFInfo.timeframeStr := timeframeStr

newTFInfo

type obSwing

int x = na

float y = na

float swingVolume = na

bool crossed = false

// ____ TYPES END ____

var timeframeInfo[] timeframeInfos = array.from(newTimeframeInfo(1, timeframe1,
timeframe1Enabled))

var bullishOrderBlocksList = array.new<orderBlockInfo>(0)

var bearishOrderBlocksList = array.new<orderBlockInfo>(0)

var allOrderBlocksList = array.new<orderBlock>(0)

moveLine(_line, _x, _y, _x2) =>

line.set_xy1(_line, _x, _y)

line.set_xy2(_line, _x2, _y)

moveBox (_box, _topLeftX, _topLeftY, _bottomRightX, _bottomRightY) =>

box.set_lefttop(_box, _topLeftX, _topLeftY)

box.set_rightbottom(_box, _bottomRightX, _bottomRightY)

isTimeframeLower (timeframe1F, timeframe2F) =>

 timeframe.in_seconds(timeframe1F) < timeframe.in_seconds(timeframe2F)

getMinTimeframe (timeframe1F, timeframe2F) =>

if isTimeframeLower(timeframe1F, timeframe2F)

timeframe1F

else

timeframe2F

getMaxTimeframe (timeframe1F, timeframe2F) =>

if isTimeframeLower(timeframe1F, timeframe2F)

timeframe2F

else

timeframe1F

formatTimeframeString (formatTimeframe) =>

timeframeF = formatTimeframe == "" ? timeframe.period : formatTimeframe

 if str.contains(timeframeF, "D") or str.contains(timeframeF, "W") or str.contains(timeframeF, "S") or
str.contains(timeframeF, "M")

timeframeF

else

seconds = timeframe.in_seconds(timeframeF)

if seconds >= 3600

hourCount = int(seconds / 3600)

str.tostring(hourCount) + " Hour" + (hourCount > 1 ? "s" : "")

else

timeframeF + " Min"

betterCross(s1, s2) =>

string ret = na

if s1 >= s2 and s1[1] < s2

ret := "Bull"
 if s1 < s2 and s1[1] >= s2

ret := "Bear"

ret

colorWithTransparency (colorF, transparencyX) =>

color.new(colorF, color.t(colorF) * transparencyX)

createOBBox (boxColor, transparencyX = 1.0, xlocType = xloc.bar_time) =>

box.new(na, na, na, na, text_size = size.normal, xloc = xlocType, extend = extend.none, bgcolor =
colorWithTransparency(boxColor, transparencyX), text_color = textColor, text_halign =
text.align_center, border_color = #00000000)

renderOrderBlock (orderBlock ob) =>

orderBlockInfo info = ob.info

ob.isRendered := true

orderColor = ob.info.obType == "Bull" ? bullOrderBlockColor : bearOrderBlockColor

 if OBRendering and (not false or not (false and info.breaker)) and not (not showInvalidated and
info.breaker)

ob.orderBox := createOBBox(orderColor, 1.5)

if ob.info.combined

ob.orderBox.set_bgcolor(colorWithTransparency(orderColor, 1.1))

ob.orderBoxText := createOBBox(color.new(color.white, 100))

if orderBlockVolumetricInfo

ob.orderBoxPositive := createOBBox(bullOrderBlockColor)

ob.orderBoxNegative := createOBBox(bearOrderBlockColor)

ob.orderSeperator :=
line.new(na,na,na,na,xloc.bar_time,extend.none,textColor,line.style_dashed,1)

ob.orderTextSeperator :=
line.new(na,na,na,na,xloc.bar_time,extend.none,textColor,line.style_solid,1)

zoneSize = extendZonesDynamic ? na(info.breakTime) ? extendZonesByTime : (info.breakTime -

info.startTime) : extendZonesByTime

if na(info.breakTime)

zoneSize := (time + 1) - info.startTime

 startX = volumeBarsLeftSide ? info.startTime : info.startTime + zoneSize - zoneSize / 3

maxEndX = volumeBarsLeftSide ? info.startTime + zoneSize / 3 : info.startTime + zoneSize

moveBox(ob.orderBox, info.startTime, info.top, info.startTime + zoneSize, info.bottom)

moveBox(ob.orderBoxText, volumeBarsLeftSide ? maxEndX : info.startTime, info.top,

volumeBarsLeftSide ? info.startTime + zoneSize : startX, info.bottom)

percentage = int((math.min(info.obHighVolume, info.obLowVolume) /

math.max(info.obHighVolume, info.obLowVolume)) * 100.0)

OBText = (na(ob.info.combinedTimeframesStr) ? formatTimeframeString(ob.info.timeframeStr) :

ob.info.combinedTimeframesStr) + " OB"

box.set_text(ob.orderBoxText, (orderBlockVolumetricInfo ? str.tostring(ob.info.obVolume,

format.volume) + " (" + str.tostring(percentage) + "%)\n" : "") + (combinedText and ob.info.combined ?
"[Combined]\n" : "") + OBText)

if orderBlockVolumetricInfo

showHighLowBoxText = false
 curEndXHigh = int(math.ceil((info.obHighVolume / info.obVolume) * (maxEndX - startX) + startX))

curEndXLow = int(math.ceil((info.obLowVolume / info.obVolume) * (maxEndX - startX) + startX))

moveBox(ob.orderBoxPositive, mirrorVolumeBars ? startX : curEndXLow, info.top,

mirrorVolumeBars ? curEndXHigh : maxEndX, (info.bottom + info.top) / 2)

box.set_text(ob.orderBoxPositive, showHighLowBoxText ? str.tostring(info.obHighVolume,

format.volume) : "")

moveBox(ob.orderBoxNegative, mirrorVolumeBars ? startX : curEndXHigh, info.bottom,

mirrorVolumeBars ? curEndXLow : maxEndX, (info.bottom + info.top) / 2)

box.set_text(ob.orderBoxNegative, showHighLowBoxText ? str.tostring(info.obLowVolume,

format.volume) : "")

moveLine(ob.orderSeperator, volumeBarsLeftSide ? startX : maxEndX, (info.bottom + info.top) /

2, volumeBarsLeftSide ? maxEndX : startX)

line.set_xy1(ob.orderTextSeperator, volumeBarsLeftSide ? maxEndX : startX, info.top)

line.set_xy2(ob.orderTextSeperator, volumeBarsLeftSide ? maxEndX : startX, info.bottom)

findOBSwings(len) =>

var swingType = 0

var obSwing top = obSwing.new(na, na)

var obSwing bottom = obSwing.new(na, na)

upper = ta.highest(len)

lower = ta.lowest(len)

swingType := high[len] > upper ? 0 : low[len] < lower ? 1 : swingType

if swingType == 0 and swingType[1] != 0

top := obSwing.new(bar_index[len], high[len], volume[len])

if swingType == 1 and swingType[1] != 1

bottom := obSwing.new(bar_index[len], low[len], volume[len])

 [top, bottom]

findOrderBlocks () =>

if bar_index > last_bar_index - maxDistanceToLastBar and barstate.isconfirmed

[top, btm] = findOBSwings(swingLen)

useBody = false

max = useBody ? math.max(close, open) : high

min = useBody ? math.min(close, open) : low

// Bullish Order Block

bullishBreaked = 0

if bullishOrderBlocksList.size() > 0

for i = bullishOrderBlocksList.size() - 1 to 0

currentOB = bullishOrderBlocksList.get(i)
 if not currentOB.breaker

if (obEndMethod == "Wick" ? low : math.min(open, close)) < currentOB.bottom

currentOB.breaker := true

currentOB.breakTime := time

currentOB.bbVolume := volume

else

if high > currentOB.top

bullishOrderBlocksList.remove(i)

else if i < bullishOrderBlocks and top.y < currentOB.top and top.y > currentOB.bottom

bullishBreaked := 1

if close > top.y and not top.crossed

top.crossed := true

boxBtm = max[1]

boxTop = min[1]
 boxLoc = time[1]

for i = 1 to (bar_index - top.x) - 1

boxBtm := math.min(min[i], boxBtm)

boxTop := boxBtm == min[i] ? max[i] : boxTop

boxLoc := boxBtm == min[i] ? time[i] : boxLoc

newOrderBlockInfo = orderBlockInfo.new(boxTop, boxBtm, volume + volume[1] + volume[2],

"Bull", boxLoc)

newOrderBlockInfo.obLowVolume := volume[2]

newOrderBlockInfo.obHighVolume := volume + volume[1]

obSize = math.abs(newOrderBlockInfo.top - newOrderBlockInfo.bottom)

if obSize <= atr * maxATRMult

bullishOrderBlocksList.unshift(newOrderBlockInfo)

if bullishOrderBlocksList.size() > maxOrderBlocks

 bullishOrderBlocksList.pop()

// Bearish Order Block

bearishBreaked = 0

if bearishOrderBlocksList.size() > 0

for i = bearishOrderBlocksList.size() - 1 to 0

currentOB = bearishOrderBlocksList.get(i)

if not currentOB.breaker

if (obEndMethod == "Wick" ? high : math.max(open, close)) > currentOB.top

currentOB.breaker := true

currentOB.breakTime := time

currentOB.bbVolume := volume

else
 if low < currentOB.bottom

bearishOrderBlocksList.remove(i)

else if i < bearishOrderBlocks and btm.y > currentOB.bottom and btm.y < currentOB.top

bearishBreaked := 1

if close < btm.y and not btm.crossed

btm.crossed := true

boxBtm = min[1]

boxTop = max[1]

boxLoc = time[1]

for i = 1 to (bar_index - btm.x) - 1

boxTop := math.max(max[i], boxTop)

boxBtm := boxTop == max[i] ? min[i] : boxBtm

boxLoc := boxTop == max[i] ? time[i] : boxLoc

 newOrderBlockInfo = orderBlockInfo.new(boxTop, boxBtm, volume + volume[1] + volume[2],
"Bear", boxLoc)

newOrderBlockInfo.obLowVolume := volume + volume[1]

newOrderBlockInfo.obHighVolume := volume[2]

obSize = math.abs(newOrderBlockInfo.top - newOrderBlockInfo.bottom)

if obSize <= atr * maxATRMult

bearishOrderBlocksList.unshift(newOrderBlockInfo)

if bearishOrderBlocksList.size() > maxOrderBlocks

bearishOrderBlocksList.pop()

true

areaOfOB (orderBlockInfo OBInfoF) =>

float XA1 = OBInfoF.startTime

float XA2 = na(OBInfoF.breakTime) ? time + 1 : OBInfoF.breakTime

 float YA1 = OBInfoF.top

float YA2 = OBInfoF.bottom

float edge1 = math.sqrt((XA2 - XA1) * (XA2 - XA1) + (YA2 - YA2) * (YA2 - YA2))

float edge2 = math.sqrt((XA2 - XA2) * (XA2 - XA2) + (YA2 - YA1) * (YA2 - YA1))

float totalArea = edge1 * edge2

totalArea

doOBsTouch (orderBlockInfo OBInfo1, orderBlockInfo OBInfo2) =>

float XA1 = OBInfo1.startTime

float XA2 = na(OBInfo1.breakTime) ? time + 1 : OBInfo1.breakTime

float YA1 = OBInfo1.top

float YA2 = OBInfo1.bottom

float XB1 = OBInfo2.startTime

float XB2 = na(OBInfo2.breakTime) ? time + 1 : OBInfo2.breakTime

float YB1 = OBInfo2.top

 float YB2 = OBInfo2.bottom

float intersectionArea = math.max(0, math.min(XA2, XB2) - math.max(XA1, XB1)) * math.max(0,

math.min(YA1, YB1) - math.max(YA2, YB2))

float unionArea = areaOfOB(OBInfo1) + areaOfOB(OBInfo2) - intersectionArea

float overlapPercentage = (intersectionArea / unionArea) * 100.0

if overlapPercentage > overlapThresholdPercentage

true

else

false

isOBValid (orderBlockInfo OBInfo) =>

valid = true

if OBInfo.disabled

valid := false
 valid

combineOBsFunc () =>

if allOrderBlocksList.size() > 0

lastCombinations = 999

while lastCombinations > 0

lastCombinations := 0

for i = 0 to allOrderBlocksList.size() - 1

curOB1 = allOrderBlocksList.get(i)

for j = 0 to allOrderBlocksList.size() - 1

curOB2 = allOrderBlocksList.get(j)

if i == j

continue

if not isOBValid(curOB1.info) or not isOBValid(curOB2.info)

continue

if curOB1.info.obType != curOB2.info.obType
 continue

if doOBsTouch(curOB1.info, curOB2.info)

curOB1.info.disabled := true

curOB2.info.disabled := true

orderBlock newOB = createOrderBlock(orderBlockInfo.new(math.max(curOB1.info.top,

curOB2.info.top), math.min(curOB1.info.bottom, curOB2.info.bottom), curOB1.info.obVolume +
curOB2.info.obVolume, curOB1.info.obType))

newOB.info.startTime := math.min(curOB1.info.startTime, curOB2.info.startTime)

newOB.info.breakTime := math.max(nz(curOB1.info.breakTime),
nz(curOB2.info.breakTime))

newOB.info.breakTime := newOB.info.breakTime == 0 ? na : newOB.info.breakTime

newOB.info.timeframeStr := curOB1.info.timeframeStr

newOB.info.obVolume := curOB1.info.obVolume + curOB2.info.obVolume

newOB.info.obLowVolume := curOB1.info.obLowVolume + curOB2.info.obLowVolume

newOB.info.obHighVolume := curOB1.info.obHighVolume + curOB2.info.obHighVolume

newOB.info.bbVolume := nz(curOB1.info.bbVolume, 0) + nz(curOB2.info.bbVolume, 0)

newOB.info.breaker := curOB1.info.breaker or curOB2.info.breaker

 newOB.info.combined := true

if timeframe.in_seconds(curOB1.info.timeframeStr) !=
timeframe.in_seconds(curOB2.info.timeframeStr)

newOB.info.combinedTimeframesStr := (na(curOB1.info.combinedTimeframesStr) ?
formatTimeframeString(curOB1.info.timeframeStr) : curOB1.info.combinedTimeframesStr) + " & " +
(na(curOB2.info.combinedTimeframesStr) ? formatTimeframeString(curOB2.info.timeframeStr) :
curOB2.info.combinedTimeframesStr)

allOrderBlocksList.unshift(newOB)

lastCombinations += 1

reqSeq (timeframeStr) =>

[bullishOrderBlocksListF, bearishOrderBlocksListF] = request.security(syminfo.tickerid, timeframeStr,

[bullishOrderBlocksList, bearishOrderBlocksList])

[bullishOrderBlocksListF, bearishOrderBlocksListF]

getTFData (timeframeInfo timeframeInfoF, timeframeStr) =>

 if not isTimeframeLower(timeframeInfoF.timeframeStr, timeframe.period) and
timeframeInfoF.isEnabled

[bullishOrderBlocksListF, bearishOrderBlocksListF] = reqSeq(timeframeStr)

[bullishOrderBlocksListF, bearishOrderBlocksListF]

else

[na, na]

handleTimeframeInfo (timeframeInfo timeframeInfoF, bullishOrderBlocksListF, bearishOrderBlocksListF)

=>

if not isTimeframeLower(timeframeInfoF.timeframeStr, timeframe.period) and

timeframeInfoF.isEnabled

timeframeInfoF.bullishOrderBlocksList := bullishOrderBlocksListF

timeframeInfoF.bearishOrderBlocksList := bearishOrderBlocksListF

handleOrderBlocksFinal () =>

if DEBUG

log.info("Bullish OB Count " + str.tostring(bullishOrderBlocksList.size()))

 log.info("Bearish OB Count " + str.tostring(bearishOrderBlocksList.size()))

if allOrderBlocksList.size () > 0

for i = 0 to allOrderBlocksList.size() - 1

safeDeleteOrderBlock(allOrderBlocksList.get(i))

allOrderBlocksList.clear()

for i = 0 to timeframeInfos.size() - 1

curTimeframe = timeframeInfos.get(i)

if not curTimeframe.isEnabled

continue

if curTimeframe.bullishOrderBlocksList.size() > 0

for j = 0 to math.min(curTimeframe.bullishOrderBlocksList.size() - 1, bullishOrderBlocks - 1)

orderBlockInfoF = curTimeframe.bullishOrderBlocksList.get(j)

orderBlockInfoF.timeframeStr := curTimeframe.timeframeStr

allOrderBlocksList.unshift(createOrderBlock(orderBlockInfo.copy(orderBlockInfoF)))
 if curTimeframe.bearishOrderBlocksList.size() > 0

for j = 0 to math.min(curTimeframe.bearishOrderBlocksList.size() - 1, bearishOrderBlocks - 1)

orderBlockInfoF = curTimeframe.bearishOrderBlocksList.get(j)

orderBlockInfoF.timeframeStr := curTimeframe.timeframeStr

allOrderBlocksList.unshift(createOrderBlock(orderBlockInfo.copy(orderBlockInfoF)))

if combineOBs

combineOBsFunc()

if allOrderBlocksList.size() > 0

for i = 0 to allOrderBlocksList.size() - 1

curOB = allOrderBlocksList.get(i)

if isOBValid(curOB.info)

renderOrderBlock(curOB)
findOrderBlocks()

[bullishOrderBlocksListTimeframe1, bearishOrderBlocksListTimeframe1] =
getTFData(timeframeInfos.get(0), timeframe1)

if barstate.isconfirmed

handleTimeframeInfo(timeframeInfos.get(0), bullishOrderBlocksListTimeframe1,
bearishOrderBlocksListTimeframe1)

handleOrderBlocksFinal()

type rowType

float top

float bottom

int startIndex

int endIndex

float totalVolume = 0

float bullVolume = 0
 float bearVolume = 0

box bullBox = na

box priceBox = na

box bearBox = na

type volumeProfile

array<rowType> rows

line POCLine = na

box highlightBox = na

int edgeIndex = na

int startIndex = na

float vpTop = na

float vpBottom = na

int vpStart = na

int vpEnd = na
type barType

float o = open

float c = close

float h = high

float l = low

float v = volume

var float validPivotHigh = na

var float validPivotLow = na

var int distanceToLastVP = 999

var volumeProfile latestVolumeProfile = na

if not na(latestVolumeProfile)

distanceToLastVP := bar_index - latestVolumeProfile.vpStart

pvHigh = ta.pivothigh(swingLen, swingLen)

pvLow = ta.pivotlow(swingLen, swingLen)

var float vph = na

var float vpl = na

vph := nz(pvHigh, vph)

vpl := nz(pvLow, vpl)

if dbgMode == "Pivots"

if (alignSetting == "Left" and distanceToLastVP > minDistance) or (alignSetting == "Right" and

distanceToLastVP > minDistance)

validPivotHigh := vph

validPivotLow := vpl
else if dbgMode == "Order Blocks"

if (alignSetting == "Left" and distanceToLastVP > minDistance) or (alignSetting == "Right" and

distanceToLastVP > minDistance)

if bullishOrderBlocksList.size() > 0

curOB = bullishOrderBlocksList.get(0)

validPivotHigh := curOB.bottom

if bearishOrderBlocksList.size() > 0

curOB = bearishOrderBlocksList.get(0)

validPivotLow := curOB.top

pivotsChanged = false

if ((validPivotHigh != validPivotHigh[1]) or (validPivotLow != validPivotLow[1])) and (not

na(validPivotHigh)) and (not na(validPivotLow)) and math.abs(validPivotHigh - validPivotLow) > atr * 5

pivotsChanged := true
float top = validPivotHigh

float bottom = validPivotLow

float step = (top - bottom) / rowCount

float gap = rowCount < 100 ? (step / 3.0) : 0

var line oldLine = na

var box oldBox = na

var int latestEdgeIndex = na

if pivotsChanged

if not na(latestVolumeProfile)

latestVolumeProfile.vpEnd := bar_index

oldBox := latestVolumeProfile.highlightBox

if not keepOldPOC

line.delete(latestVolumeProfile.POCLine)
 latestEdgeIndex := latestVolumeProfile.edgeIndex

oldLine := latestVolumeProfile.POCLine

latestVolumeProfile := volumeProfile.new()

latestVolumeProfile.vpStart := bar_index

latestVolumeProfile.vpTop := top

latestVolumeProfile.vpBottom := bottom

latestVolumeProfile.rows := array.new<rowType>(rowCount)

for x = 0 to rowCount - 1

rowTop = top - step * x

latestVolumeProfile.rows.set(x, rowType.new(rowTop, rowTop - step))

doIntersect (candleTop, candleBottom, rowType row) =>

if (candleBottom > row.top)

false

else if (candleTop < row.bottom)

 false

else

true

var float maxVolumeSize = 0

var float minVolumeSize = 0

f_lin_interpolate(x0, y0, x1, y1, x) =>

y0 + (x - x0) * (y1 - y0) / (x1 - x0)

renderRow (startIndex, flip, rowType row) =>

totalSize = f_lin_interpolate(minVolumeSize, 1, maxVolumeSize, maxRowSize, row.totalVolume)

bullSize = nz(math.round((row.bullVolume / row.totalVolume) * totalSize), 0)

bearSize = nz(math.round((row.bearVolume / row.totalVolume) * totalSize), 0)

bullPercent = str.tostring(bullSize * 100.0 / totalSize, "#.##") + "%"

bearPercent = str.tostring(100.0 - str.tonumber(str.replace(bullPercent,"%","")), "#.##") + "%"

 rowPrice = (row.top + row.bottom) / 2.0

if dbgStyling == "v2"

row.startIndex := startIndex - bullSize

if flip

row.startIndex := startIndex + bullSize

else

row.startIndex := startIndex

row.endIndex := row.startIndex

if dbgStyling == "v1"

if bullSize + bearSize > 0

if not flip

row.endIndex := row.startIndex + bullSize + bearSize

row.bullBox := box.new(row.startIndex, row.top - gap / 2.0, row.startIndex + bullSize,

row.bottom + gap / 2.0, bgcolor = bullishColor, border_color = color.black, border_width = 0)
 if bearSize > 0

row.bearBox := box.new(row.startIndex + bullSize, row.top - gap / 2.0, row.startIndex +

bullSize + bearSize, row.bottom + gap / 2.0, bgcolor = bearishColor, border_color = color.black,
border_width = 0)

else

row.endIndex := row.startIndex - bullSize - bearSize

row.bullBox := box.new(row.startIndex, row.top - gap / 2.0, row.startIndex - bullSize,

row.bottom + gap / 2.0, bgcolor = bullishColor, border_color = color.black, border_width = 0)

if bearSize > 0

row.bearBox := box.new(row.startIndex - bullSize, row.top - gap / 2.0, row.startIndex -

bullSize - bearSize, row.bottom + gap / 2.0, bgcolor = bearishColor, border_color = color.black,
border_width = 0)

else if dbgStyling == "v2"

if not flip

row.endIndex := row.startIndex + bullSize + v2Gap + priceBoxSize + v2Gap + bearSize

if bullSize > 0

row.bullBox := box.new(row.startIndex, row.top - gap / 2.0, row.startIndex + bullSize,

row.bottom + gap / 2.0, text = bullPercent, text_size = v2TextSize, text_color = textColor, bgcolor =
color.new(bullishColor, 50), border_color = bullishColor, border_width = 1)

row.priceBox := box.new(row.startIndex + bullSize + v2Gap, row.top - gap / 2.0, row.startIndex +

bullSize + v2Gap + priceBoxSize, row.bottom + gap / 2.0, text = str.tostring(rowPrice, format.mintick),
text_color = textColor, text_size = v2TextSize, bgcolor = color.new(color.blue, 50), border_width = 1)

if bearSize > 0

row.bearBox := box.new(row.startIndex + bullSize + v2Gap + priceBoxSize + v2Gap, row.top -

gap / 2.0, row.startIndex + bullSize + v2Gap + priceBoxSize + v2Gap + bearSize, row.bottom + gap / 2.0,
text = bearPercent, text_size = v2TextSize, text_color = textColor, bgcolor = color.new(bearishColor, 50),
border_color = bearishColor, border_width = 1)

else

row.endIndex := row.startIndex - bullSize - v2Gap - priceBoxSize - v2Gap - bearSize

if bullSize > 0

row.bullBox := box.new(row.startIndex, row.top - gap / 2.0, row.startIndex - bullSize,

row.bottom + gap / 2.0, text = bullPercent, text_size = v2TextSize, text_color = textColor, bgcolor =
color.new(bullishColor, 50), border_color = bullishColor, border_width = 1)

row.priceBox := box.new(row.startIndex - bullSize - v2Gap, row.top - gap / 2.0, row.startIndex -

bullSize - v2Gap - priceBoxSize, row.bottom + gap / 2.0, text = str.tostring(rowPrice, format.mintick),
text_color = textColor, text_size = v2TextSize, bgcolor = color.new(color.blue, 50), border_width = 1)

if bearSize > 0

row.bearBox := box.new(row.startIndex - bullSize - v2Gap - priceBoxSize - v2Gap, row.top -

gap / 2.0, row.startIndex - bullSize - v2Gap - priceBoxSize - v2Gap - bearSize, row.bottom + gap / 2.0,
text = bearPercent, text_size = v2TextSize, text_color = textColor, bgcolor = color.new(bearishColor, 50),
border_color = bearishColor, border_width = 1)

curIndex = bar_index
const float weightImpact = 0.85

if ((bar_index > last_bar_index - maxDistanceToLastBar and barstate.isconfirmed and

showPreviousSessions) or (barstate.islast and not showPreviousSessions)) and (not
na(latestVolumeProfile))

for i = 0 to analyzeBars

for j = 0 to latestVolumeProfile.rows.size() - 1

curRow = latestVolumeProfile.rows.get(j)

vol = volume[i]

if volumeWeight == "Recent"

vol := ((vol * weightImpact) / (i + 1)) + (vol * (1.0 - weightImpact))

if volumeWeight == "Past"

vol := ((vol * weightImpact) * ((i + 1) / analyzeBars)) + (vol * (1.0 - weightImpact))

 if doIntersect(intersectionBody ? math.max(open[i], close[i]) : high[i], intersectionBody ?
math.min(open[i], close[i]) : low[i], curRow)

if close[i] > open[i]

curRow.bullVolume += vol

else

curRow.bearVolume += vol

curRow.totalVolume += vol

//

maxVolumeSize := 0

minVolumeSize := latestVolumeProfile.rows.get(0).totalVolume

rowType maxVolRow = na

for i = 0 to latestVolumeProfile.rows.size() - 1

curRow = latestVolumeProfile.rows.get(i)

maxVolumeSize := math.max(maxVolumeSize, curRow.totalVolume)

if curRow.totalVolume == maxVolumeSize

maxVolRow := curRow
 minVolumeSize := math.min(minVolumeSize, curRow.totalVolume)

int startIndex = na

if alignSetting == "Left"

startIndex := (curIndex - analyzeBars + 1)

if not na(latestEdgeIndex)

startIndex := math.max(startIndex, latestEdgeIndex + edgeOffset)

else

startIndex := (curIndex + 75)

if not na(latestEdgeIndex)

startIndex := math.max(startIndex, latestEdgeIndex + 75)

latestVolumeProfile.startIndex := startIndex

for i = 0 to latestVolumeProfile.rows.size() - 1

curRow = latestVolumeProfile.rows.get(i)
 box.delete(curRow.bearBox)

box.delete(curRow.priceBox)

box.delete(curRow.bullBox)

renderRow(startIndex, alignSetting == "Left" ? false : true, curRow)

if alignSetting == "Left"

latestVolumeProfile.edgeIndex := math.max(nz(latestVolumeProfile.edgeIndex, 0),

curRow.endIndex)

else

latestVolumeProfile.edgeIndex := math.max(nz(latestVolumeProfile.edgeIndex, 0),

curRow.startIndex)

if not na(oldLine)

oldLine.set_extend(extend.none)

if alignSetting == "Left"

oldLine.set_xy2(startIndex, oldLine.get_y2())

else
 oldLine.set_xy1(latestEdgeIndex, oldLine.get_y2())

oldLine.set_xy2(latestVolumeProfile.edgeIndex, oldLine.get_y2())

if not na(oldBox)

oldBox.set_right(startIndex)

line.delete(latestVolumeProfile.POCLine)

box.delete(latestVolumeProfile.highlightBox)

if highlightSessions and alignSetting == "Left"

latestVolumeProfile.highlightBox := box.new(startIndex, latestVolumeProfile.vpTop,

nz(latestVolumeProfile.vpEnd, bar_index), latestVolumeProfile.vpBottom, bgcolor =
color.new(color.blue, 80), border_width = 0)

maxRowMid = (maxVolRow.top + maxVolRow.bottom) / 2.0

if POCEnabled and maxVolRow.totalVolume > 0

if alignSetting == "Left"
 latestVolumeProfile.POCLine := line.new(maxVolRow.endIndex, maxRowMid, bar_index,
maxRowMid, extend = extend.right, width = POCLineWidth, color = POCLineColor, style = POCLineStyle
== "____" ? line.style_solid : POCLineStyle == "----" ? line.style_dashed : line.style_dotted)

else

latestVolumeProfile.POCLine := line.new(bar_index, maxRowMid, maxVolRow.endIndex,

maxRowMid, extend = extend.left, width = POCLineWidth, color = POCLineColor, style = POCLineStyle ==
"____" ? line.style_solid : POCLineStyle == "----" ? line.style_dashed : line.style_dotted)