# ICT Concepts

// 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("ICT Concepts \[LuxAlgo]",max\_lines\_count=500,max\_boxes\_count=500,max\_labels\_count=500,max\_bars\_back=3000,overlay=true)

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

//Strings

//-----------------------------------------------------------------------------{

o='Options'

sp1=' '

sp2=' '

hl='High / Low '+sp1

ny\_='New York'+sp1

lo\_='London Open'

lc\_='London Close'

as\_='Asian'





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

//Settings

//-----------------------------------------------------------------------------{

i\_mode=input.string( 'Present',title='Mode',options=\['Present','Historical'] )





//Market Structure Shift

showMS=input.bool ( true,title='',group='Market Structures',inline='MS' )

len=input.int ( 5,title=' Length '+sp2,group='Market Structures',inline='MS',minval=3,maxval=10 )





iMSS=input.bool ( true,title=' MSS'+sp1,group='Market Structures',inline='M1' )

cMSSbl=input.color (color.new(#00e6a1,0),title='bullish',group='Market Structures',inline='M1' )

cMSSbr=input.color (color.new(#e60400,0),title='bearish',group='Market Structures',inline='M1' )





iBOS=input.bool ( true,title=' BOS'+sp1,group='Market Structures',inline='BS' )

cBOSbl=input.color (color.new(#00e6a1,0),title='bullish',group='Market Structures',inline='BS' )

cBOSbr=input.color (color.new(#e60400,0),title='bearish',group='Market Structures',inline='BS' )





//Displacement

sDispl=input.bool ( false,title='Show Displacement',group='Displacement' )





perc\_Body=0.36// input.int( 36, minval=1, maxval=36) / 100

bxBack=10// input.int( 10, minval=0, maxval=10)





sVimbl=input.bool ( true,title='',group='Volume Imbalance',inline='VI' )

visVim=input.int ( 2,title=" # Visible VI's "+sp1,group='Volume Imbalance',inline='VI',minval=2,maxval=100 ) 

cVimbl=input.color (color.new(#06b2d0,0),title='',group='Volume Imbalance',inline='VI' )





//Order Blocks 

showOB=input.bool ( true,title='Show Order Blocks',group='Order Blocks' )

length=input.int ( 10,title='Swing Lookback',group='Order Blocks',minval=3 )

showBull=input.int ( 1,title='Show Last Bullish OB',group='Order Blocks',minval=0 )

showBear=input.int ( 1,title='Show Last Bearish OB',group='Order Blocks',minval=0 )

useBody=input.bool ( true,title='Use Candle Body' )





//OB Style

bullCss=input.color (color.new(#3e89fa,0),title='Bullish OB ',group='Order Blocks',inline='bullcss' )

bullBrkCss=input.color (color.new(#4785f9,85),title='Bullish Break ',group='Order Blocks',inline='bullcss' )





bearCss=input.color (color.new(#FF3131,0),title='Bearish OB',group='Order Blocks',inline='bearcss' )

bearBrkCss=input.color (color.new(#f9ff57,85),title='Bearish Break',group='Order Blocks',inline='bearcss' )





showLabels=input.bool ( false,title='Show Historical Polarity Changes',group='Order Blocks' )





//Liquidity 

showLq=input.bool ( true,title='Show Liquidity',group='Liquidity' )

a=10/input.float ( 4,title='margin',group='Liquidity',step=0.1,minval=2,maxval=7 )

visLiq=input.int ( 2,title='# Visible Liq. boxes',group='Liquidity'

,minval=1,maxval=50,tooltip='In the same direction' )

cLIQ\_B=input.color (color.new(#fa451c,0),title='Buyside Liquidity ',group='Liquidity' )

cLIQ\_S=input.color (color.new(#1ce4fa,0),title='Sellside Liquidity',group='Liquidity' )





//FVG 

shwFVG=input.bool ( true,title='Show FVGs',group='Fair Value Gaps' )

i\_BPR=input.bool ( false,title='Balance Price Range',group='Fair Value Gaps' )

i\_FVG=input.string( 'FVG',title=o,group='Fair Value Gaps',options=\['FVG','IFVG'] 

,tooltip='Fair Value Gaps\nor\nImplied Fair Value Gaps' )

visBxs=input.int ( 2,title='# Visible FVG\\'s',group='Fair Value Gaps'

,minval=1,maxval=20,tooltip='In the same direction' )





//FVG Style

cFVGbl=input.color (color.new(#00e676,0),title='Bullish FVG ',group='Fair Value Gaps',inline='FVGbl' )

cFVGblBR=input.color (color.new(#808000,0),title='Break',group='Fair Value Gaps',inline='FVGbl' )

cFVGbr=input.color (color.new(#ff5252,0),title='Bearish FVG ',group='Fair Value Gaps',inline='FVGbr' )

cFVGbrBR=input.color (color.new(#FF0000,0),title='Break',group='Fair Value Gaps',inline='FVGbr' )





//NWOG/NDOG 

iNWOG=input.bool ( true,title='',inline='NWOG',group='NWOG/NDOG' )

cNWOG1=input.color (color.new(#ff5252,28),title='NWOG ',inline='NWOG',group='NWOG/NDOG' )

cNWOG2=input.color (color.new(#b2b5be,50),title='',inline='NWOG',group='NWOG/NDOG' )

maxNWOG=input.int ( 3,title='Show max',inline='NWOG',group='NWOG/NDOG',minval=0,maxval=50 )





iNDOG=input.bool ( false,title='',inline='NDOG',group='NWOG/NDOG' )

cNDOG1=input.color (color.new(#ff9800,20),title='NDOG ',inline='NDOG',group='NWOG/NDOG' )

cNDOG2=input.color (color.new(#4dd0e1,65),title='',inline='NDOG',group='NWOG/NDOG' )

maxNDOG=input.int ( 1,title='Show max',inline='NDOG',group='NWOG/NDOG',minval=0,maxval=50 )





//Fibonacci 

iFib=input.string( 'NONE',title='Fibonacci between last: ',group='Fibonacci',options=\['FVG','BPR','OB','Liq','VI','NWOG','NONE'])

iExt=input.bool ( false,title='Extend lines',group='Fibonacci' )





//Killzones 

showKZ=input.bool ( false,title='Show Killzones',group='Killzones' )

//New York

showNy=input.bool ( true,title=ny\_,inline='ny',group='Killzones' ) andshowKZ

nyCss=input.color (color.new(#ff5d00,93),title='',inline='ny',group='Killzones' )

//London Open

showLdno=input.bool ( true,title=lo\_,inline='lo',group='Killzones' ) andshowKZ

ldnoCss=input.color (color.new(#00bcd4,93),title='',inline='lo',group='Killzones' )

//London Close

showLdnc=input.bool ( true,title=lc\_,inline='lc',group='Killzones' ) andshowKZ

ldncCss=input.color (color.new(#2157f3,93),title='',inline='lc',group='Killzones' )

//Asian

showAsia=input.bool ( true,title=as\_+sp2,inline='as',group='Killzones' ) andshowKZ

asiaCss=input.color (color.new(#e91e63,93),title='',inline='as',group='Killzones' )





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

//General Calculations

//-----------------------------------------------------------------------------{

n=bar\_index

hi=high

lo=low

tf\_msec=timeframe.in\_seconds(timeframe.period) \*1000

maxSize=50

atr=ta.atr(10)

per=i\_mode=='Present'?last\_bar\_index-bar\_index<=500:true

perB=last\_bar\_index-bar\_index<=1000?true:false

xloc=iFib=='OB'?xloc.bar\_time:xloc.bar\_index

ext=iExt?extend.right:extend.none

plus=iFib=='OB'?tf\_msec\*50:50

mx=math.max(close,open)

mn=math.min(close,open)

body=math.abs(close-open)

meanBody=ta.sma (body,len)

max=useBody?mx:high

min=useBody?mn:low

blBrkConf=0

brBrkConf=0

r=color.r(chart.bg\_color)

g=color.g(chart.bg\_color)

b=color.b(chart.bg\_color)

isDark=r<80andg<80andb<80





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

//User Defined Types

//-----------------------------------------------------------------------------{

typeZZ

int \[] d

int \[] x

float \[] y

bool \[] b





typeln\_d

linel

intd





type\_2ln\_lb

linel1

linel2

labellb





typebx\_ln

boxb

linel





typebx\_ln\_lb

boxbx

lineln

labellb





typemss

intdir

line \[] l\_mssBl

line \[] l\_mssBr

line \[] l\_bosBl

line \[] l\_bosBr

label\[] lbMssBl

label\[] lbMssBr

label\[] lbBosBl

label\[] lbBosBr





typeliq

boxbx

boolbroken

boolbrokenTop

boolbrokenBtm

lineln





typeob

floattop=na

floatbtm=na

intloc=bar\_index

boolbreaker=false

intbreak\_loc=na





typeswing

floaty=na

intx=na

boolcrossed=false





typeFVG

boxbox

boolactive

intpos





varmssMSS=mss.new(

0

,array.new\<line>()

,array.new\<line>() 

,array.new\<line>()

,array.new\<line>()

,array.new\<label>() 

,array.new\<label>()

,array.new\<label>()

,array.new\<label>()

&#x20;)





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

//Variables

//-----------------------------------------------------------------------------{

maxVimb=2





varfloatfriCp=na,varintfriCi=na// Friday Close price/index

varfloatmonOp=na,varintmonOi=na// Monday Open price/index





varfloatprDCp=na,varintprDCi=na// Previous Day Open price/index

varfloatcuDOp=na,varintcuDOi=na// Current Day Open price/index





var\_2ln\_lb \[] Vimbal=array.new< \_2ln\_lb>() 





varliq \[] b\_liq\_B=array.new< liq>(1,liq.new(box(na),false,false,false,line(na)))

varliq \[] b\_liq\_S=array.new< liq>(1,liq.new(box(na),false,false,false,line(na)))





varob \[] bullish\_ob=array.new< ob>()

varob \[] bearish\_ob=array.new< ob>()





varbx\_ln \[] bl\_NWOG=array.new< bx\_ln>()

varbx\_ln \[] bl\_NDOG=array.new< bx\_ln>()





varbx\_ln\_lb\[] a\_bx\_ln\_lb=array.new< bx\_ln\_lb>()





varFVG \[] bFVG\_UP=array.new< FVG>()

varFVG \[] bFVG\_DN=array.new< FVG>()





varFVG \[] bBPR\_UP=array.new< FVG>()

varFVG \[] bBPR\_DN=array.new< FVG>()





varZZaZZ=

ZZ.new(

array.new\<int>(maxSize,0),

array.new\<int>(maxSize,0),

array.new\<float>(maxSize,na),

array.new\<bool>(maxSize,na))





varline\_diag=line.new(na,na,na,na,color=color.new(color.silver,50),style=line.style\_dashed,xloc=xloc )

varline\_vert=line.new(na,na,na,na,color=color.new(color.silver,50),style=line.style\_dotted,xloc=xloc )

varline\_zero=line.new(na,na,na,na,color=color.new(color.silver,5),style=line.style\_solid,xloc=xloc,extend=ext)

varline\_0236=line.new(na,na,na,na,color=color.new(color.orange,25),style=line.style\_solid,xloc=xloc,extend=ext)

varline\_0382=line.new(na,na,na,na,color=color.new(color.yellow,25),style=line.style\_solid,xloc=xloc,extend=ext)

varline\_0500=line.new(na,na,na,na,color=color.new(color.green,25),style=line.style\_solid,xloc=xloc,extend=ext)

varline\_0618=line.new(na,na,na,na,color=color.new(color.yellow,25),style=line.style\_solid,xloc=xloc,extend=ext)

varline\_0786=line.new(na,na,na,na,color=color.new(color.orange,25),style=line.style\_solid,xloc=xloc,extend=ext)

varline\_one\_=line.new(na,na,na,na,color=color.new(color.silver,5),style=line.style\_solid,xloc=xloc,extend=ext)

varline\_1618=line.new(na,na,na,na,color=color.new(color.yellow,25),style=line.style\_solid,xloc=xloc,extend=ext)



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

//Functions/methods

//-----------------------------------------------------------------------------{

methodin\_out(ZZaZZ,intd,intx1,floaty1,intx2,floaty2,colorcol,boolb) =>

aZZ.d.unshift(d),aZZ.x.unshift(x2),aZZ.y.unshift(y2),aZZ.b.unshift(b),aZZ.d.pop(),aZZ.x.pop(),aZZ.y.pop(),aZZ.b.pop()





methodtimeinrange(stringres,stringsess) =>notna(time(timeframe.period,res,sess))





methodsetLine(lineln,intx1,floaty1,intx2,floaty2) =>ln.set\_xy1(x1,y1),ln.set\_xy2(x2,y2)





methodclear\_aLine(line\[] l) =>

ifl.size() >0

fori=l.size() -1to0

l.pop().delete()





methodclear\_aLabLin(label\[] l) =>

ifl.size() >0

fori=l.size() -1to0

l.pop().delete()





methodclear\_aLabLin(line\[] l) =>

ifl.size() >0

fori=l.size() -1to0

l.pop().delete()





methodnotransp(colorcss) =>color.rgb(color.r(css),color.g(css),color.b(css))





methoddisplay(obid,css,break\_css,str)=>

ifshowOB

ifid.breaker

a\_bx\_ln\_lb.unshift(

bx\_ln\_lb.new(

box.new(id.loc,id.top,timenow+ (tf\_msec\*10),id.btm,na

,bgcolor=break\_css

,extend=extend.none

,xloc=xloc.bar\_time)

,line (na)

,label(na))

&#x20;)

else

y=str=='bl'?id.btm:id.top

s=str=='bl'?label.style\_label\_up:label.style\_label\_down

a\_bx\_ln\_lb.unshift(

bx\_ln\_lb.new(

box(na)

,line.new(id.loc,y,id.loc+ (tf\_msec\*10),y

,xloc=xloc.bar\_time,color=css,width=2)

,label.new( id.loc+ (tf\_msec\*10),y

,text=str=='bl'?'+OB':'-OB'

,xloc=xloc.bar\_time

,style=s,color=color(na)

,textcolor=css,size=size.small))

&#x20;)





swings(len)=>

varos=0

varswingtop=swing.new(na,na)

varswingbtm=swing.new(na,na)



upper=ta.highest(len)

lower=ta.lowest(len)





os:=high\[len] >upper?0

:low \[len] \<lower?1:os





ifos==0andos\[1] !=0

top:=swing.new(high\[length],bar\_index\[length])



ifos==1andos\[1] !=1

btm:=swing.new(low\[length],bar\_index\[length])





&#x20;\[top,btm]



set\_lab(i,str) =>

style=str=='Bl'?label.style\_label\_down:label.style\_label\_up

txcol=str=='Bl'?color.lime:color.red

label.new(math.round(math.avg(aZZ.x.get(i),n)),aZZ.y.get(i),text='BOS'

,style=style,color=color(na),textcolor=txcol,size=size.tiny)

set\_lin(i,str) =>

color=str=='Bl'?color.lime:color.red

line.new(aZZ.x.get(i),aZZ.y.get(i),n,aZZ.y.get(i),color=color,style=line.style\_dotted)





draw(left,col) =>

//

max\_bars\_back(time,1000)

varintdir=na,varintx1=na,varfloaty1=na,varintx2=na,varfloaty2=na

//

sz=aZZ.d.size( )

x2:=bar\_index-1

ph=ta.pivothigh(hi,left,1)

pl=ta.pivotlow (lo,left,1)

ifph

dir:=aZZ.d.get (0) 

x1:=aZZ.x.get (0) 

y1:=aZZ.y.get (0) 

y2:=nz(hi\[1])

//

ifdir<1// if previous point was a pl, add, and change direction ( 1)

aZZ.in\_out( 1,x1,y1,x2,y2,col,true)

else

ifdir==1andph>y1

aZZ.x.set(0,x2),aZZ.y.set(0,y2)

//

// liquidity

ifshowLqandperandsz>0

count=0

st\_P=0.

st\_B=0

minP=0.

maxP=10e6

fori=0tomath.min(sz,50) -1

ifaZZ.d.get(i) ==1

ifaZZ.y.get(i) >ph+ (atr/a)

break

else

ifaZZ.y.get(i) >ph- (atr/a) andaZZ.y.get(i) \<ph+ (atr/a)

count+=1

st\_B:=aZZ.x.get(i)

st\_P:=aZZ.y.get(i)

ifaZZ.y.get(i) >minP

minP:=aZZ.y.get(i)

ifaZZ.y.get(i) \<maxP

maxP:=aZZ.y.get(i)

ifcount>2

getB=b\_liq\_B.get(0)

ifst\_B==getB.bx.get\_left()

getB.bx.set\_top(math.avg(minP,maxP) + (atr/a))

getB.bx.set\_rightbottom(n+10,math.avg(minP,maxP) - (atr/a))

else

b\_liq\_B.unshift(liq.new(

box.new(

st\_B,math.avg(minP,maxP) + (atr/a),n+10,math.avg(minP,maxP) - (atr/a)

,text='Buyside liquidity',text\_size=size.tiny,text\_halign=text.align\_left

,text\_valign=text.align\_bottom,text\_color=color.new(cLIQ\_B,25)

,bgcolor=color(na),border\_color=color(na)

&#x20;)

,false

,false

,false

,line.new(st\_B,st\_P,n-1,st\_P,color=color.new(cLIQ\_B,0))

&#x20;)

&#x20;) 

ifb\_liq\_B.size() >visLiq

getLast=b\_liq\_B.pop()

getLast.bx.delete()

getLast.ln.delete() 

//

ifpl

dir:=aZZ.d.get (0) 

x1:=aZZ.x.get (0) 

y1:=aZZ.y.get (0) 

y2:=nz(lo\[1])

//

ifdir>-1// if previous point was a ph, add, and change direction (-1)

aZZ.in\_out(-1,x1,y1,x2,y2,col,true)

else

ifdir==-1andpl\<y1

aZZ.x.set(0,x2),aZZ.y.set(0,y2)

//

//Liquidity

ifshowLqandperandsz>0

count=0

st\_P=0.

st\_B=0

minP=0.

maxP=10e6

fori=0tomath.min(sz,50) -1

ifaZZ.d.get(i) ==-1

ifaZZ.y.get(i) \<pl- (atr/a)

break

else

ifaZZ.y.get(i) >pl- (atr/a) andaZZ.y.get(i) \<pl+ (atr/a)

count+=1

st\_B:=aZZ.x.get(i)

st\_P:=aZZ.y.get(i)

ifaZZ.y.get(i) >minP

minP:=aZZ.y.get(i)

ifaZZ.y.get(i) \<maxP

maxP:=aZZ.y.get(i)

ifcount>2

getB=b\_liq\_S.get(0)

ifst\_B==getB.bx.get\_left()

getB.bx.set\_top(math.avg(minP,maxP) + (atr/a))

getB.bx.set\_rightbottom(n+10,math.avg(minP,maxP) - (atr/a))

else

b\_liq\_S.unshift(liq.new(

box.new(

st\_B,math.avg(minP,maxP) + (atr/a),n+10,math.avg(minP,maxP) - (atr/a)

,text='Sellside liquidity',text\_size=size.tiny,text\_halign=text.align\_left

,text\_valign=text.align\_bottom,text\_color=color.new(cLIQ\_S,25)

,bgcolor=color(na),border\_color=color(na)

&#x20;)

,false

,false

,false

,line.new(st\_B,st\_P,n-1,st\_P,color=color.new(cLIQ\_S,0))

&#x20;)

&#x20;) 

ifb\_liq\_S.size() >visLiq

getLast=b\_liq\_S.pop()

getLast.bx.delete()

getLast.ln.delete() 

//

//Market Structure Shift 

ifshowMS

//

iH=aZZ.d.get(2) ==1?2:1

iL=aZZ.d.get(2) ==-1?2:1

//

switch

// MSS Bullish

close>aZZ.y.get(iH) andaZZ.d.get(iH) ==1andMSS.dir<1=>

MSS.dir:=1

ifi\_mode=='Present'

MSS.l\_bosBl.clear\_aLabLin(),MSS.l\_bosBr.clear\_aLabLin() 

MSS.lbBosBl.clear\_aLabLin(),MSS.lbBosBr.clear\_aLabLin() 

MSS.l\_mssBl.clear\_aLabLin(),MSS.l\_mssBr.clear\_aLabLin() 

MSS.lbMssBl.clear\_aLabLin(),MSS.lbMssBr.clear\_aLabLin() 

// 

MSS.l\_mssBl.unshift(line.new (

aZZ.x.get(iH),aZZ.y.get(iH),n,aZZ.y.get(iH),color=cMSSbl))

MSS.lbMssBl.unshift(label.new(

math.round(math.avg(aZZ.x.get(iH),n)),aZZ.y.get(iH),text='MSS'

,style=label.style\_label\_down,size=size.tiny,color=color(na),textcolor=cMSSbl))

// MSS Bearish

close\<aZZ.y.get(iL) andaZZ.d.get(iL) ==-1andMSS.dir>-1=>

MSS.dir:=-1

ifi\_mode=='Present'

MSS.l\_bosBl.clear\_aLabLin(),MSS.l\_bosBr.clear\_aLabLin() 

MSS.lbBosBl.clear\_aLabLin(),MSS.lbBosBr.clear\_aLabLin() 

MSS.l\_mssBl.clear\_aLabLin(),MSS.l\_mssBr.clear\_aLabLin() 

MSS.lbMssBl.clear\_aLabLin(),MSS.lbMssBr.clear\_aLabLin()

// 

MSS.l\_mssBr.unshift(line.new (

aZZ.x.get(iL),aZZ.y.get(iL),n,aZZ.y.get(iL),color=cMSSbr))

MSS.lbMssBr.unshift(label.new(

math.round(math.avg(aZZ.x.get(iL),n)),aZZ.y.get(iL),text='MSS'

,style=label.style\_label\_up,size=size.tiny,color=color(na),textcolor=cMSSbr))

// BOS Bullish

MSS.dir==1andclose>aZZ.y.get(iH) andiBOS=>

ifMSS.l\_bosBl.size() >0

ifaZZ.y.get(iH) !=MSS.l\_bosBl.get(0).get\_y2() and

aZZ.y.get(iH) !=MSS.l\_mssBl.get(0).get\_y2()

MSS.l\_bosBl.unshift(set\_lin(iH,'Bl')),MSS.lbBosBl.unshift(set\_lab(iH,'Bl'))

else

ifaZZ.y.get(iH) !=MSS.l\_mssBl.get(0).get\_y2() 

MSS.l\_bosBl.unshift(set\_lin(iH,'Bl')),MSS.lbBosBl.unshift(set\_lab(iH,'Bl'))

// BOS Bearish

MSS.dir==-1andclose\<aZZ.y.get(iL) andiBOS=>

ifMSS.l\_bosBr.size() >0

ifaZZ.y.get(iL) !=MSS.l\_bosBr.get(0).get\_y2() and

aZZ.y.get(iL) !=MSS.l\_mssBr.get(0).get\_y2()

MSS.l\_bosBr.unshift(set\_lin(iL,'Br')),MSS.lbBosBr.unshift(set\_lab(iL,'Br'))

else

ifaZZ.y.get(iL) !=MSS.l\_mssBr.get(0).get\_y2() 

MSS.l\_bosBr.unshift(set\_lin(iL,'Br')),MSS.lbBosBr.unshift(set\_lab(iL,'Br'))

ifnotiMSS

MSS.l\_mssBl.get(0).set\_color(color(na)),MSS.lbMssBl.get(0).set\_textcolor(color(na))

MSS.l\_mssBr.get(0).set\_color(color(na)),MSS.lbMssBr.get(0).set\_textcolor(color(na))









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

//Calculations

//-----------------------------------------------------------------------------{

draw(len,color.yellow) 





ifMSS.l\_bosBl.size() >200

MSS.l\_bosBl.pop().delete()

MSS.lbBosBl.pop().delete()





ifMSS.l\_bosBr.size() >200

MSS.l\_bosBr.pop().delete()

MSS.lbBosBr.pop().delete()





//Killzones 

ny=time(timeframe.period,input.session('0700-0900','',inline='ny',group='Killzones'),'America/New\_York') andshowNy

ldn\_open=time(timeframe.period,input.session('0700-1000','',inline='lo',group='Killzones'),'Europe/London' ) andshowLdno// 0200-0500 UTC-5

ldn\_close=time(timeframe.period,input.session('1500-1700','',inline='lc',group='Killzones'),'Europe/London' ) andshowLdnc// 1000-1200 UTC-5

asian=time(timeframe.period,input.session('1000-1400','',inline='as',group='Killzones'),'Asia/Tokyo' ) andshowAsia// 2000-0000 UTC-5





//Pivotpoints 

ph=ta.pivothigh(3,1),lPh=fixnan(ph)

pl=ta.pivotlow (3,1),lPl=fixnan(pl)





//Candles 

L\_body=

high-mx\<body\*perc\_Bodyand

mn-low\<body\*perc\_Body





L\_bodyUP=body>meanBodyandL\_bodyandclose>open

L\_bodyDN=body>meanBodyandL\_bodyandclose\<open





bsNOTbodyUP=ta.barssince(notL\_bodyUP)

bsNOTbodyDN=ta.barssince(notL\_bodyDN)





bsIs\_bodyUP=ta.barssince( L\_bodyUP)

bsIs\_bodyDN=ta.barssince( L\_bodyDN)





lwst=math.min(lPh \[bsNOTbodyUP\[1]],low\[bsNOTbodyUP\[1]])

hgst=math.max(high\[bsNOTbodyDN\[1]],lPl\[bsNOTbodyDN\[1]])





//Imbalance

imbalanceUP=L\_bodyUP\[1] and (i\_FVG=='FVG'?low>high\[2] :low\<high\[2])

imbalanceDN=L\_bodyDN\[1] and (i\_FVG=='FVG'?high\<low \[2] :high>low \[2])





//Volume Imbalance

vImb\_Bl=open>close\[1] andhigh\[1] >lowandclose>close\[1] andopen>open\[1] andhigh\[1] \<mn

vImb\_Br=open\<close\[1] andlow \[1] \<highandclose\<close\[1] andopen\<open\[1] andlow \[1] >mx





ifsVimbl

ifvImb\_Bl

Vimbal.unshift(

\_2ln\_lb.new(

line.new (n-1,mx\[1],n+3,mx\[1],color=cVimbl)

,line.new (n,mn,n+3,mn,color=cVimbl)

,label.new(n+3,math.avg (mx\[1],mn),text='VI'

,color=color(na) ,textcolor=cVimbl,style=label.style\_label\_left)

&#x20;)

&#x20;)

ifvImb\_Br

Vimbal.unshift(

\_2ln\_lb.new(

line.new (n-1,mn\[1],n+3,mn\[1],color=cVimbl)

,line.new (n,mx,n+3,mx,color=cVimbl)

,label.new(n+3,math.avg (mn\[1],mx),text='VI'

,color=color(na) ,textcolor=cVimbl,style=label.style\_label\_left)

&#x20;)

&#x20;)

ifVimbal.size() >visVim

pop=Vimbal.pop()

pop.l1.delete()

pop.l2.delete()

pop.lb.delete()





//Fair Value Gap 

ifbarstate.isfirst

fori=0tovisBxs-1

bFVG\_UP.unshift(FVG.new(box(na),false))

bFVG\_DN.unshift(FVG.new(box(na),false))

ifi\_BPR

bBPR\_UP.unshift(FVG.new(box(na),false))

bBPR\_DN.unshift(FVG.new(box(na),false))





ifimbalanceUPandperandshwFVG

ifimbalanceUP\[1]

bFVG\_UP.get(0).box.set\_lefttop (n-2,low )

bFVG\_UP.get(0).box.set\_rightbottom(n+8,high\[2])

else

bFVG\_UP.unshift(FVG.new(

box.new(

n-2

,i\_FVG=='FVG'?low:high\[2]

,n,i\_FVG=='FVG'?high\[2] :low

,bgcolor=i\_BPR?color(na) :color.new(cFVGbl,90)

,border\_color=i\_BPR?color(na) :color.new(cFVGbl,65)

,text\_color=i\_BPR?color(na) :color.new(cFVGbl,65)

,text\_size=size.small

,text=i\_FVG

&#x20;)

,true)

&#x20;)

bFVG\_UP.pop().box.delete()





ifimbalanceDNandperandshwFVG

ifimbalanceDN\[1]

bFVG\_DN.get(0).box.set\_lefttop (n-2,low\[2])

bFVG\_DN.get(0).box.set\_rightbottom(n+8,high )

else

bFVG\_DN.unshift(FVG.new(

box.new(

n-2

,i\_FVG=='FVG'?low\[2] :high

,n,i\_FVG=='FVG'?high:low\[2]

,bgcolor=i\_BPR?color(na) :color.new(cFVGbr,90)

,border\_color=i\_BPR?color(na) :color.new(cFVGbr,65)

,text\_color=i\_BPR?color(na) :color.new(cFVGbr,65)

,text\_size=size.small

,text=i\_FVG

&#x20;)

,true)

&#x20;)

bFVG\_DN.pop().box.delete()





//Balance Price Range (overlap of 2 latest FVG bull/bear)

ifi\_BPRandbFVG\_UP.size() >0andbFVG\_DN.size() >0

bxUP=bFVG\_UP.get(0)

bxDN=bFVG\_DN.get(0)

bxUPbtm=bxUP.box.get\_bottom()

bxDNbtm=bxDN.box.get\_bottom()

bxUPtop=bxUP.box.get\_top()

bxDNtop=bxDN.box.get\_top()

left=math.min(bxUP.box.get\_left (),bxDN.box.get\_left ())

right=math.max(bxUP.box.get\_right(),bxDN.box.get\_right())

//

ifbxUPbtm\<bxDNtopand

bxDNbtm\<bxUPbtm

ifleft==bBPR\_UP.get(0).box.get\_left() 

ifbBPR\_UP.get(0).active

bBPR\_UP.get(0).box.set\_right(right)

else

bBPR\_UP.unshift(FVG.new(

box.new(

left,bxDNtop,right,bxUPbtm

,bgcolor=i\_BPR?color.new(cFVGbl,90) :color(na)

,border\_color=i\_BPR?color.new(cFVGbl,65) :color(na)

,text\_color=i\_BPR?color.new(cFVGbl,65) :color(na)

,text\_size=size.small

,text='BPR'

&#x20;) 

,true

,close>bxUPbtm?1:close\<bxDNtop?-1:0

&#x20;)

&#x20;)

bBPR\_UP.pop().box.delete()

//

ifbxDNbtm\<bxUPtopand

bxUPbtm\<bxDNbtm

ifleft==bBPR\_DN.get(0).box.get\_left() 

ifbBPR\_DN.get(0).active

bBPR\_DN.get(0).box.set\_right(right)

else

bBPR\_DN.unshift(FVG.new(

box.new(

left,bxUPtop,right,bxDNbtm

,bgcolor=i\_BPR?color.new(cFVGbr,90) :color(na)

,border\_color=i\_BPR?color.new(cFVGbr,65) :color(na)

,text\_color=i\_BPR?color.new(cFVGbr,65) :color(na)

,text\_size=size.small

,text='BPR'

&#x20;) 

,true

,close>bxDNbtm?1:close\<bxUPtop?-1:0

&#x20;)

&#x20;)

bBPR\_DN.pop().box.delete()





//FVG's breaks

fori=0tomath.min(bxBack,bFVG\_UP.size() -1)

getUPi=bFVG\_UP.get(i)

ifgetUPi.active

getUPi.box.set\_right(bar\_index+8)

iflow\<getUPi.box.get\_top() andnoti\_BPR

getUPi.box.set\_border\_style(line.style\_dashed)

iflow\<getUPi.box.get\_bottom()

ifnoti\_BPR

getUPi.box.set\_bgcolor(color.new(cFVGblBR,95))

getUPi.box.set\_border\_style(line.style\_dotted)

getUPi.box.set\_right(bar\_index)

getUPi.active:=false





fori=0tomath.min(bxBack,bFVG\_DN.size() -1)

getDNi=bFVG\_DN.get(i)

ifgetDNi.active

getDNi.box.set\_right(bar\_index+8)

ifhigh>getDNi.box.get\_bottom() andnoti\_BPR

getDNi.box.set\_border\_style(line.style\_dashed)

ifhigh>getDNi.box.get\_top()

ifnoti\_BPR

getDNi.box.set\_bgcolor(color.new(cFVGbrBR,95))

getDNi.box.set\_border\_style(line.style\_dotted)

getDNi.box.set\_right(bar\_index)

getDNi.active:=false





ifi\_BPR

fori=0tomath.min(bxBack,bBPR\_UP.size() -1)

getUPi=bBPR\_UP.get(i)

ifgetUPi.active

getUPi.box.set\_right(bar\_index+8)

switchgetUPi.pos

-1=>

ifhigh>getUPi.box.get\_bottom()

getUPi.box.set\_border\_style(line.style\_dashed)

ifhigh>getUPi.box.get\_top ()

getUPi.box.set\_bgcolor(color.new(cFVGblBR,95))

getUPi.box.set\_border\_style(line.style\_dotted)

getUPi.box.set\_right(bar\_index)

getUPi.active:=false

1=>

iflow\<getUPi.box.get\_top ()

getUPi.box.set\_border\_style(line.style\_dashed)

iflow\<getUPi.box.get\_bottom()

getUPi.box.set\_bgcolor(color.new(cFVGblBR,95))

getUPi.box.set\_border\_style(line.style\_dotted)

getUPi.box.set\_right(bar\_index)

getUPi.active:=false



fori=0tomath.min(bxBack,bBPR\_DN.size() -1)

getDNi=bBPR\_DN.get(i)

ifgetDNi.active

getDNi.box.set\_right(bar\_index+8)

switchgetDNi.pos

-1=>

ifhigh>getDNi.box.get\_bottom()

getDNi.box.set\_border\_style(line.style\_dashed)

ifhigh>getDNi.box.get\_top ()

getDNi.box.set\_bgcolor(color.new(cFVGbrBR,95))

getDNi.box.set\_border\_style(line.style\_dotted)

getDNi.box.set\_right(bar\_index)

getDNi.active:=false

1=>

iflow\<getDNi.box.get\_top ()

getDNi.box.set\_border\_style(line.style\_dashed)

iflow\<getDNi.box.get\_bottom()

getDNi.box.set\_bgcolor(color.new(cFVGbrBR,95))

getDNi.box.set\_border\_style(line.style\_dotted)

getDNi.box.set\_right(bar\_index)

getDNi.active:=false





//NWOG/NDOG 

ifbarstate.isfirst

fori=0tomaxNWOG-1

bl\_NWOG.unshift(bx\_ln.new(box(na),line(na)))

fori=0tomaxNDOG-1

bl\_NDOG.unshift(bx\_ln.new(box(na),line(na)))





ifdayofweek==dayofweek.friday

friCp:=close,friCi:=n





ifta.change(dayofweek) 

ifdayofweek==dayofweek.mondayandiNWOG

monOp:=open,monOi:=n

bl\_NWOG.unshift(bx\_ln.new( 

box.new(

friCi,math.max (friCp,monOp )

,monOi,math.min (friCp,monOp )

,bgcolor=color ( na )

,border\_color=cNWOG2

,extend=extend.right )

,

line.new(

monOi,math.avg (friCp,monOp ) 

,monOi+1,math.avg (friCp,monOp )

,color=cNWOG1

,style=line.style\_dotted

,extend=extend.right ) 

&#x20;))

bl=bl\_NWOG.pop(),bl.b.delete(),bl.l.delete()

ifiNDOG

cuDOp:=open,cuDOi:=n

prDCp:=close\[1],prDCi:=n-1

//

bl\_NDOG.unshift(bx\_ln.new( 

box.new(

prDCi,math.max (prDCp,cuDOp )

,cuDOi,math.min (prDCp,cuDOp )

,bgcolor=color ( na )

,border\_color=cNDOG2

,extend=extend.right )

,

line.new(

cuDOi,math.avg (prDCp,cuDOp ) 

,cuDOi+1,math.avg (prDCp,cuDOp )

,color=cNDOG1

,style=line.style\_dotted

,extend=extend.right ) 

&#x20;))

bl=bl\_NDOG.pop(),bl.b.delete(),bl.l.delete()





//Liquidity 

fori=0tob\_liq\_B.size() -1

x=b\_liq\_B.get(i)

ifnotx.broken

x.bx.set\_right(n+3)

x.ln.set\_x2 (n+3)

ifnotx.brokenTop

ifclose>x.bx.get\_top ()

x.brokenTop:=true

ifnotx.brokenBtm

ifclose>x.bx.get\_bottom()

x.brokenBtm:=true

ifx.brokenBtm

x.bx.set\_bgcolor(color.new(cLIQ\_B,90))

x.ln.delete()

ifx.brokenTop

x.broken:=true

x.bx.set\_right(n)





fori=0tob\_liq\_S.size() -1

x=b\_liq\_S.get(i)

ifnotx.broken

x.bx.set\_right(n+3)

x.ln.set\_x2 (n+3)

ifnotx.brokenTop

ifclose\<x.bx.get\_top ()

x.brokenTop:=true

ifnotx.brokenBtm

ifclose\<x.bx.get\_bottom()

x.brokenBtm:=true

ifx.brokenTop

x.bx.set\_bgcolor(color.new(cLIQ\_S,90))

x.ln.delete()

ifx.brokenBtm

x.broken:=true

x.bx.set\_right(n)





//Order Blocks 

\[top,btm] =swings(length)





ifshowOBandper

ifclose>top.yandnottop.crossed

top.crossed:=true



minima=max\[1]

maxima=min\[1]

loc=time\[1]



fori=1to (n-top.x)-1

minima:=math.min(min\[i],minima)

maxima:=minima==min\[i] ?max\[i] :maxima

loc:=minima==min\[i] ?time\[i] :loc

bullish\_ob.unshift(ob.new(maxima,minima,loc))



ifbullish\_ob.size() >0

fori=bullish\_ob.size()-1to0

element=bullish\_ob.get(i)



ifnotelement.breaker

ifmath.min(close,open) \<element.btm

element.breaker:=true

element.break\_loc:=time

else

ifclose>element.top

bullish\_ob.remove(i)

elseifi\<showBullandtop.y\<element.topandtop.y>element.btm

blBrkConf:=1





//Set label

ifblBrkConf>blBrkConf\[1] andshowLabels

label.new(top.x,top.y,'▼',color=na

,textcolor=bearCss.notransp()

,style=label.style\_label\_down

,size=size.tiny)





ifshowOBandper

ifclose\<btm.yandnotbtm.crossed

btm.crossed:=true





minima=min\[1]

maxima=max\[1]

loc=time\[1]





fori=1to (n-btm.x)-1

maxima:=math.max(max\[i],maxima)

minima:=maxima==max\[i] ?min\[i] :minima

loc:=maxima==max\[i] ?time\[i] :loc

bearish\_ob.unshift(ob.new(maxima,minima,loc))





ifbearish\_ob.size() >0

fori=bearish\_ob.size()-1to0

element=bearish\_ob.get(i)





ifnotelement.breaker

ifmath.max(close,open) >element.top

element.breaker:=true

element.break\_loc:=time

else

ifclose\<element.btm

bearish\_ob.remove(i)

elseifi\<showBearandbtm.y>element.btmandbtm.y\<element.top

brBrkConf:=1





//Set label

ifbrBrkConf>brBrkConf\[1] andshowLabels

label.new(btm.x,btm.y,'▲',color=na

,textcolor=bullCss.notransp()

,style=label.style\_label\_up

,size=size.tiny)





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

//Set Order Blocks

//-----------------------------------------------------------------------------{

ifbarstate.islastandshowOB

ifa\_bx\_ln\_lb.size() >0

fori=a\_bx\_ln\_lb.size() -1to0

item=a\_bx\_ln\_lb.remove(i)

item.bx.delete()

item.ln.delete()

item.lb.delete()

//Bullish

ifshowBull>0

blSz=bullish\_ob.size()

ifblSz>0

fori=0tomath.min(showBull,bullish\_ob.size()) -1

get\_ob=bullish\_ob.get(i)

get\_ob.display(bullCss,bullBrkCss,'bl')

//Bearish

ifshowBear>0

brSz=bearish\_ob.size()

ifbrSz>0

fori=0tomath.min(showBear,bearish\_ob.size()) -1

get\_ob=bearish\_ob.get(i)

get\_ob.display(bearCss,bearBrkCss,'br')





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

//Fibonacci

//-----------------------------------------------------------------------------{

ifbarstate.islast

x1=0,y1=0.,x2=0,y2=0.,boxup=na,boxdn=na

switchiFib

'FVG'=>

ifbFVG\_UP.size() >0andbFVG\_DN.size() >0

up:=bFVG\_UP.get(0).box

dn:=bFVG\_DN.get(0).box

dnFirst=up.get\_left() >dn.get\_left()

dnBottm=up.get\_top () >dn.get\_top ()

x1:=dnFirst?dn.get\_left () :up.get\_left ()

x2:=dnFirst?up.get\_right () :dn.get\_right ()

y1:=dnFirst?

dnBottm?dn.get\_bottom() :dn.get\_top () :

dnBottm?up.get\_top () :up.get\_bottom()

y2:=dnFirst?

dnBottm?up.get\_top () :up.get\_bottom() :

dnBottm?dn.get\_bottom() :dn.get\_top ()

'BPR'=>

ifbBPR\_UP.size() >0andbBPR\_DN.size() >0

up:=bBPR\_UP.get(0).box

dn:=bBPR\_DN.get(0).box

dnFirst=up.get\_left() >dn.get\_left()

dnBottm=up.get\_top () >dn.get\_top ()

x1:=dnFirst?dn.get\_left () :up.get\_left ()

x2:=dnFirst?up.get\_right () :dn.get\_right ()

y1:=dnFirst?

dnBottm?dn.get\_bottom() :dn.get\_top () :

dnBottm?up.get\_top () :up.get\_bottom()

y2:=dnFirst?

dnBottm?up.get\_top () :up.get\_bottom() :

dnBottm?dn.get\_bottom() :dn.get\_top ()

'OB'=>

oSz=a\_bx\_ln\_lb.size()

ifoSz>1

xA=nz(

a\_bx\_ln\_lb.get(oSz-1).ln.get\_x1 () 

,a\_bx\_ln\_lb.get(oSz-1).bx.get\_left ()

&#x20;)

xB=nz(

a\_bx\_ln\_lb.get(oSz-2).ln.get\_x1 () 

,a\_bx\_ln\_lb.get(oSz-2).bx.get\_left ()

&#x20;) 

AFirst=xB>xA

//

yAT=nz(

a\_bx\_ln\_lb.get(oSz-1).ln.get\_y1 () 

,a\_bx\_ln\_lb.get(oSz-1).bx.get\_top ()

&#x20;)

yAB=nz(

a\_bx\_ln\_lb.get(oSz-1).ln.get\_y1 () 

,a\_bx\_ln\_lb.get(oSz-1).bx.get\_bottom()

&#x20;) 

yBT=nz(

a\_bx\_ln\_lb.get(oSz-2).ln.get\_y1 () 

,a\_bx\_ln\_lb.get(oSz-2).bx.get\_top ()

&#x20;)

yBB=nz(

a\_bx\_ln\_lb.get(oSz-2).ln.get\_y1 () 

,a\_bx\_ln\_lb.get(oSz-2).bx.get\_bottom()

&#x20;) 

ABottom=yAB\<yBB

//

x1:=AFirst?xA:xB

x2:=AFirst?xB:xA

y1:=AFirst?

ABottom?yAB:yAT:

ABottom?yBT:yBB

y2:=AFirst?

ABottom?yBT:yBB:

ABottom?yAB:yAT

'Liq'=>

ifb\_liq\_B.size() >0andb\_liq\_S.size() >0

xA=nz(

b\_liq\_B.get(0).ln.get\_x1 () 

,b\_liq\_B.get(0).bx.get\_left ()

&#x20;)

xB=nz(

b\_liq\_S.get(0).ln.get\_x1 () 

,b\_liq\_S.get(0).bx.get\_left ()

&#x20;) 

AFirst=xB>xA

//

yAT=nz(

b\_liq\_B.get(0).ln.get\_y1 () 

,b\_liq\_B.get(0).bx.get\_top ()

&#x20;)

yAB=nz(

b\_liq\_B.get(0).ln.get\_y1 () 

,b\_liq\_B.get(0).bx.get\_bottom()

&#x20;) 

yBT=nz(

b\_liq\_S.get(0).ln.get\_y1 () 

,b\_liq\_S.get(0).bx.get\_top ()

&#x20;)

yBB=nz(

b\_liq\_S.get(0).ln.get\_y1 () 

,b\_liq\_S.get(0).bx.get\_bottom()

&#x20;) 

ABottom=yAB\<yBB

//

x1:=AFirst?xA:xB

x2:=AFirst?xB:xA

y1:=AFirst?

ABottom?yAB:yAT:

ABottom?yBT:yBB

y2:=AFirst?

ABottom?yBT:yBB:

ABottom?yAB:yAT

'VI'=>

ifVimbal.size() >1

AxA=Vimbal.get(1).l2.get\_x1(),AxB=Vimbal.get(1).l1.get\_x1()

BxA=Vimbal.get(0).l2.get\_x1(),BxB=Vimbal.get(0).l1.get\_x1()

AyA=Vimbal.get(1).l2.get\_y1(),AyB=Vimbal.get(1).l1.get\_y1()

ByA=Vimbal.get(0).l2.get\_y1(),ByB=Vimbal.get(0).l1.get\_y1()

ABt=math.min(ByA,ByB) >math.min(AyA,AyB) 

x1:=math.max(AxA,AxB) 

x2:=math.max(BxA,BxB) 

y1:=ABt?math.min(AyA,AyB) :math.max(AyA,AyB) 

y2:=ABt?math.max(ByA,ByB) :math.min(ByA,ByB) 

'NWOG'=>

ifbl\_NWOG.size() >1

up:=bl\_NWOG.get(0).b

dn:=bl\_NWOG.get(1).b

dnFirst=up.get\_left() >dn.get\_left()

dnBottm=up.get\_top () >dn.get\_top ()

x1:=dnFirst?dn.get\_left () :up.get\_left ()

x2:=dnFirst?up.get\_right() :dn.get\_right()

y1:=dnFirst?

dnBottm?dn.get\_bottom() :dn.get\_top () :

dnBottm?up.get\_top () :up.get\_bottom()

y2:=dnFirst?

dnBottm?up.get\_top () :up.get\_bottom() :

dnBottm?dn.get\_bottom() :dn.get\_top ()

//

ifiFib!='NONE'

rt=math.max(x1,x2)

lt=math.min(x1,x2)

tp=math.max(y1,y2)

bt=math.min(y1,y2)

\_0=rt==x1?y1:y2

\_1=rt==x1?y2:y1

//

df=\_1-\_0

m0236=df\*0.236

m0382=df\*0.382

m0500=df\*0.500

m0618=df\*0.618

m0786=df\*0.786

m1618=df\*1.618

//

\_diag.setLine(x1,y1,x2,y2 )

\_vert.setLine(rt,\_0,rt,\_0+m1618)

\_zero.setLine(rt,\_0,rt+plus,\_0 )

\_0236.setLine(rt,\_0+m0236,rt+plus,\_0+m0236)

\_0382.setLine(rt,\_0+m0382,rt+plus,\_0+m0382)

\_0500.setLine(rt,\_0+m0500,rt+plus,\_0+m0500)

\_0618.setLine(rt,\_0+m0618,rt+plus,\_0+m0618)

\_0786.setLine(rt,\_0+m0786,rt+plus,\_0+m0786)

\_one\_.setLine(rt,\_1,rt+plus,\_1 )

\_1618.setLine(rt,\_0+m1618,rt+plus,\_0+m1618)





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

//Displacement

//-----------------------------------------------------------------------------{

plotshape(sDispl?per?

L\_bodyUP?low:na:na:na

,title='Displacement UP'

,style=shape.labelup

,color=color.lime

,location=location.belowbar)

plotshape(sDispl?per?

L\_bodyDN?high:na:na:na

,title='Displacement DN'

,style=shape.labeldown

,color=color.red

,location=location.abovebar)





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

//background - Killzones

//-----------------------------------------------------------------------------{

bgcolor (per?ny?nyCss:na:na,editable=false)

bgcolor (per?ldn\_open?ldnoCss:na:na,editable=false)

bgcolor (per?ldn\_close?ldncCss:na:na,editable=false)

bgcolor (per?asian?asiaCss:na:na,editable=false)





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