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ai-exchange/ICT Concepts.md
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yuqei 31ece2e99a Initialize AI Exchange closed-loop trading system repository. 
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-24 13:39:01 +08:00

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# 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)
//-----------------------------------------------------------------------------}
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