Session Liquidity

// © Infinity_Trading_
// Last Modified: 12/15/2022

//@version=5
indicator(title="Session Liquidity", shorttitle="Session Liquidity", overlay=true)

// Description:
//
// The “Session Liquidity” TradingView indicator by Infinity Trading creates dynamic horizontal lines at the high and low points of a specified time span within the trading day.
// This indicator gives the user control of three separate time spans so the user can dynamically see the highs and lows of their favorite daily time spans.

// Purpose:
//
// This indicator is similar to my TradingView indicator “Futures Exchange Sessions 3.0”.
// In that indicator the user gets control of dynamic price boxes. For me, these boxes made it difficult to spot ICT’s Orderblocks.
// So instead of boxes I made independently controllable lines and now I can spot ICT Orderblocks and easily identify Liquidity Pools.

// Special Notes:
//
// If the Line Start Time is within one candle of the Start Day Timezone in the Settings, then the line/box won’t display. So choose the previous timezone
// Lines only display when the timeframe is <= 30 minute


///////////////////////////////////////////////////////////////////////////////// CONSTANTS

c_milliseconds_in_day = 24 * 60 * 60 * 1000
c_tooltip_1 = "If the user increments/decrements this integer field and nothing happens, that is because the user is moving throught a weekend or holiday. Please continue incrementing/decrementing and after 2-3 clicks the user will see backgrounds/labels appear or disappear. The algorithm for Days Back is counting every 24-hour period which is why this behavior occurs."
c_tooltip_2 = "To make the lines start over each day the code must know when to start the day. Since the user is entering times, a static start time won't work. Use midnight EST in the three timezone options as the starting point. If the users lines fits in the Asian Session then choose Asia/Shanghai. If the lines are within the London Session then choose Europe/London. And the same goes for the New York Session."
c_tooltip_3 = "Please specify a start & end time within the same 'day' where the 'day' starts at midnight of the timezone selected by the user in the dropdown Start Day Timezone"


///////////////////////////////////////////////////////////////////////////////// INPUTS


var string GDTB = "Limit Past Lines"
i_display_days_back = input.int(defval=15, minval=1, maxval=80, title="Display Only 🔢 Days Back", group=GDTB, tooltip=c_tooltip_1)


var string L0 = "First Session Lines"
i_1st_session_high_line_toggle = input.bool(defval=true, title="High Line On/Off      ", group=L0, inline="high-1")
i_1st_session_high_label_toggle = input.bool(defval=true, title="High Label On/Off", group=L0, inline="high-1")
i_1st_session_low_line_toggle = input.bool(defval=true, title="Low Line On/Off      ", group=L0, inline="low-1")
i_1st_session_low_label_toggle = input.bool(defval=true, title="Low Label On/Off", group=L0, inline="low-1")
i_1st_session_start_day =       input.string(defval="Asia/Shanghai", title="Line Start Day Timezone", options=["America/New_York", "Europe/London", "Asia/Shanghai"], group=L0, tooltip=c_tooltip_2)
i_1st_session_time =            input.session(defval='1900-0259', title="Line Start & End Times", group=L0, tooltip=c_tooltip_3)
i_1st_session_text_char =        input.string(defval="First Session", title="Text Style     ", group=L0, inline="text1")
i_1st_session_text_color =      input.color(defval=color.new(#131722, 0), title="", group=L0, inline="text1")
i_1st_session_text_size =       input.string(defval="Normal", title="", options=["Tiny", "Small", "Normal", "Large", "Huge", "Auto"], group=L0, inline="text1")
i_1st_session_line_high_color = input.color(defval=color.new(#00bcd4, 0), title="Line Style - High  ", group=L0, inline="line-high1")
i_1st_session_line_high_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L0, inline="line-high1")
i_1st_session_line_high_width = input.int(defval=2, title="", minval=1, maxval=20, group=L0, inline="line-high1")
i_1st_session_line_low_color =  input.color(defval=color.new(#00bcd4, 0), title="Line Style - Low  ", group=L0, inline="line-low1")
i_1st_session_line_low_style =  input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L0, inline="line-low1")
i_1st_session_line_low_width =  input.int(defval=2, title="", minval=1, maxval=20, group=L0, inline="line-low1")


var string L2 = "Second Session Lines"
i_2nd_session_high_line_toggle = input.bool(defval=true, title="High Line On/Off      ", group=L2, inline="high-2")
i_2nd_session_high_label_toggle = input.bool(defval=true, title="High Label On/Off", group=L2, inline="high-2")
i_2nd_session_low_line_toggle =  input.bool(defval=true, title="Low Line On/Off      ", group=L2, inline="low-2")
i_2nd_session_low_label_toggle = input.bool(defval=true, title="Low Label On/Off", group=L2, inline="low-2")
i_2nd_session_start_day =       input.string(defval="Europe/London", title="Line Start Day Timezone", options=["America/New_York", "Europe/London", "Asia/Shanghai"], group=L2, tooltip=c_tooltip_2)
i_2nd_session_time =            input.session(defval='0300-0929', title="Line Start & End Times", group=L2, tooltip=c_tooltip_3)
i_2nd_session_text_char =        input.string(defval="Second Session", title="Text Style     ", group=L2, inline="text2")
i_2nd_session_text_color =      input.color(defval=color.new(#131722, 0), title="", group=L2, inline="text2")
i_2nd_session_text_size =       input.string(defval="Normal", title="", options=["Tiny", "Small", "Normal", "Large", "Huge", "Auto"], group=L2, inline="text2")
i_2nd_session_line_high_color = input.color(defval=color.new(#f2a03a, 0), title="Line Style - High  ", group=L2, inline="line-high2")
i_2nd_session_line_high_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L2, inline="line-high2")
i_2nd_session_line_high_width = input.int(defval=2, title="", minval=1, maxval=20, group=L2, inline="line-high2")
i_2nd_session_line_low_color =  input.color(defval=color.new(#f2a03a, 0), title="Line Style - Low  ", group=L2, inline="line-low2")
i_2nd_session_line_low_style =  input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L2, inline="line-low2")
i_2nd_session_line_low_width =  input.int(defval=2, title="", minval=1, maxval=20, group=L2, inline="line-low2")


var string L3 = "Third Session Lines"
i_3rd_session_high_line_toggle = input.bool(defval=false, title="High Line On/Off      ", group=L3, inline="high-3")
i_3rd_session_high_label_toggle = input.bool(defval=false, title="High Label On/Off", group=L3, inline="high-3")
i_3rd_session_low_line_toggle =  input.bool(defval=false, title="Low Line On/Off      ", group=L3, inline="low-3")
i_3rd_session_low_label_toggle = input.bool(defval=false, title="Low Label On/Off", group=L3, inline="low-3")
i_3rd_session_start_day =       input.string(defval="America/New_York", title="Line Start Day Timezone", options=["America/New_York", "Europe/London", "Asia/Shanghai"], group=L3, tooltip=c_tooltip_2)
i_3rd_session_time =            input.session(defval='0930-1559', title="Line Start & End Times", group=L3, tooltip=c_tooltip_3)
i_3rd_session_text_char =        input.string(defval="Third Session", title="Text Style     ", group=L3, inline="text3")
i_3rd_session_text_color =      input.color(defval=color.new(#131722, 0), title="", group=L3, inline="text3")
i_3rd_session_text_size =       input.string(defval="Normal", title="", options=["Tiny", "Small", "Normal", "Large", "Huge", "Auto"], group=L3, inline="text3")
i_3rd_session_line_high_color = input.color(defval=color.new(#467deb, 0), title="Line Style - High  ", group=L3, inline="line-high3")
i_3rd_session_line_high_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L3, inline="line-high3")
i_3rd_session_line_high_width = input.int(defval=2, title="", minval=1, maxval=20, group=L3, inline="line-high3")
i_3rd_session_line_low_color =  input.color(defval=color.new(#467deb, 0), title="Line Style - Low  ", group=L3, inline="line-low3")
i_3rd_session_line_low_style =  input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L3, inline="line-low3")
i_3rd_session_line_low_width =  input.int(defval=2, title="", minval=1, maxval=20, group=L3, inline="line-low3")


//------------------------------------
// VARIABLES
//------------------------------------

// See if a new calendar day started on the intra-day time frame
// with variable timezone

newDayFirstStartLine = dayofmonth(time, i_1st_session_start_day) != dayofmonth(time, i_1st_session_start_day)[1] and timeframe.isintraday

newDaySecondStartLine = dayofmonth(time, i_2nd_session_start_day) != dayofmonth(time, i_2nd_session_start_day)[1] and timeframe.isintraday

newDayThirdStartLine = dayofmonth(time, i_3rd_session_start_day) != dayofmonth(time, i_3rd_session_start_day)[1] and timeframe.isintraday


///////////////////////////////////////////////////////////////////////////////// DAYS BACK

// Find the last bar on the chart
lastBarDate = timestamp(year(timenow), month(timenow), dayofmonth(timenow), hour(timenow), minute(timenow), second(timenow))
// Find the current bar that is being processed
thisBarDate = timestamp(year, month, dayofmonth, hour, minute, second)
// Find the number of days between these two bars
daysLeft = math.floor((lastBarDate - thisBarDate) / c_milliseconds_in_day)
// Only display the number of days specified in Input Settings
in_days_back_range = daysLeft < i_display_days_back


///////////////////////////////////////////////////////////////////////////////// HELPER FUNCTIONS


// Function the converts string inputs to line style code
line_style_function(input_var) =>
    switch input_var
        "dotted (┈)" => line.style_dotted
        "dashed (╌)" => line.style_dashed
        => line.style_solid


// Function that converts string inputs to text size code
text_size_function(string_size) =>
    switch string_size
        "Tiny" => size.tiny
        "Small" => size.small
        "Normal" => size.normal
        "Large" => size.large
        "Huge" => size.huge
        "Auto" => size.auto



///////////////////////////////////////////////////////////////////////////////// MAIN FUNCTION

// Creates lines and labels accoriding to settings
session_liquidity_lines_function(HIGH_LINE_TOGGLE, LOW_LINE_TOGGLE, HIGH_LABEL_TOGGLE, LOW_LABEL_TOGGLE, SESSION_TIME, DAYS_BACK, NEW_DAY, LINE_HIGH_COLOR, LINE_HIGH_STYLE, LINE_HIGH_WIDTH, LINE_LOW_COLOR, LINE_LOW_STYLE, LINE_LOW_WIDTH, TEXT_COLOR, TEXT_CHAR, TEXT_SIZE) =>

    // Time period variables
    session_est_window = time(timeframe.period, SESSION_TIME, "America/New_York")
    // Parse start hour and start minutes from session string
    session_start_hour = str.substring(SESSION_TIME, 0, 2)
    session_start_minutes = str.substring(SESSION_TIME, 2, 4)
    // Use time hour and minute to create boolean for time
    session_start_time = (hour(time, "America/New_York") == str.tonumber(session_start_hour)) and (minute(time) == str.tonumber(session_start_minutes))

    // Line Style functions
    session_line_high_style = line_style_function(LINE_HIGH_STYLE)
    session_line_low_style = line_style_function(LINE_LOW_STYLE)
    // Text size function
    label_text_size = text_size_function(TEXT_SIZE)

    // Instantiate variables
    var float session_high = 0.0
    var float session_low = 0.0
    var line session_line_low = na
    var line session_line_high = na
    var label session_label_low = na
    var label session_label_high = na
    var float price_session_line_low = na
    var float price_session_line_high = na

    standardized_calc = ta.stdev(close, 10) / 2

    // Only display the specified number of days back
    if DAYS_BACK

        // Toggle NY Session box on/off
        // Only display when timeframe is 30 minutes or less
        if timeframe.isminutes and timeframe.multiplier < 60

            // If a new day starts, create initial lines
            if NEW_DAY

                if HIGH_LINE_TOGGLE
                    session_line_high := line.new(x1=na, y1=na, x2=na, y2=na, color=LINE_HIGH_COLOR, style=session_line_high_style, width=LINE_HIGH_WIDTH)
                if LOW_LINE_TOGGLE
                    session_line_low := line.new(x1=na, y1=na, x2=na, y2=na, color=LINE_LOW_COLOR, style=session_line_low_style, width=LINE_LOW_WIDTH)

                // Dummy variable to trick pine script. Both sides of the conditional must return the same object type
                pine_script = 5

            // If not new day, then update the highest high and lowest low values and update the lines
            else

                // When time cross the start time, create the line with updated highs and lows for the first time
                if session_start_time
                    session_high := high
                    session_low := low

                    if HIGH_LINE_TOGGLE
                        // Update high line with initial x's and y's
                        line.set_x1(session_line_high, bar_index)
                        line.set_y1(session_line_high, session_high)
                        line.set_x2(session_line_high, bar_index + 1)
                        line.set_y2(session_line_high, session_high)

                    if LOW_LINE_TOGGLE
                        // Update low line with initial x's and y's
                        line.set_x1(session_line_low, bar_index)
                        line.set_y1(session_line_low, session_low)
                        line.set_x2(session_line_low, bar_index + 1)
                        line.set_y2(session_line_low, session_low)

                // At every new candle during specified time span, update y1, x2, y2 values to move the lines up or down and to the right
                if session_est_window
                    session_high := math.max(session_high, high)
                    session_low := math.min(session_low, low)

                    if HIGH_LINE_TOGGLE
                        // Don't need to update x1
                        line.set_y1(session_line_high, session_high)
                        line.set_x2(session_line_high, bar_index + 1)
                        line.set_y2(session_line_high, session_high)

                    if LOW_LINE_TOGGLE
                        // Don't need to update x1
                        line.set_y1(session_line_low, session_low)
                        line.set_x2(session_line_low, bar_index + 1)
                        line.set_y2(session_line_low, session_low)

                    // Draw label only for most recent line
                    // Calculation to center label on line
                    x_middle = (line.get_x2(session_line_low) - line.get_x1(session_line_low)) / 2

                    if HIGH_LABEL_TOGGLE
                        price_session_line_high := line.get_price(session_line_high, bar_index)
                        session_label_high := label.new(x=bar_index - x_middle, y=price_session_line_high, text=TEXT_CHAR, xloc=xloc.bar_index, color=color.new(#131722, 100), textcolor=TEXT_COLOR, tooltip=str.tostring(price_session_line_high), size = label_text_size)
                        // Delete all pasts labels except the most recent one
                        label.delete(session_label_high[1])

                    if LOW_LABEL_TOGGLE
                        // Get y value (price) of midnight open line
                        price_session_line_low := line.get_price(session_line_low, bar_index)
                        session_label_low := label.new(x=bar_index - x_middle, y=price_session_line_low - standardized_calc, text=TEXT_CHAR, xloc=xloc.bar_index, color=color.new(#131722, 100), textcolor=TEXT_COLOR, tooltip=str.tostring(price_session_line_low), size = label_text_size)
                        // Delete all pasts labels except the most recent one
                        label.delete(session_label_low[1])

                // Dummy variable to trick pine script. Both sides of the conditional must return the same object type
                pine_script = 6



//------------------------------------
// 1st SESSION LIQUIDITY
//------------------------------------


session_liquidity_lines_function(i_1st_session_high_line_toggle, i_1st_session_low_line_toggle, i_1st_session_high_label_toggle, i_1st_session_low_label_toggle, i_1st_session_time, in_days_back_range, newDayFirstStartLine, i_1st_session_line_high_color, i_1st_session_line_high_style, i_1st_session_line_high_width, i_1st_session_line_low_color, i_1st_session_line_low_style, i_1st_session_line_low_width, i_1st_session_text_color, i_1st_session_text_char, i_1st_session_text_size)


//------------------------------------
// 2nd SESSION LIQUIDITY
//------------------------------------


session_liquidity_lines_function(i_2nd_session_high_line_toggle, i_2nd_session_low_line_toggle, i_2nd_session_high_label_toggle, i_2nd_session_low_label_toggle, i_2nd_session_time, in_days_back_range, newDaySecondStartLine, i_2nd_session_line_high_color, i_2nd_session_line_high_style, i_2nd_session_line_high_width, i_2nd_session_line_low_color, i_2nd_session_line_low_style, i_2nd_session_line_low_width, i_2nd_session_text_color, i_2nd_session_text_char, i_2nd_session_text_size)


//------------------------------------
// 3rd SESSION LIQUIDITY
//------------------------------------


session_liquidity_lines_function(i_3rd_session_high_line_toggle, i_3rd_session_low_line_toggle, i_3rd_session_high_label_toggle, i_3rd_session_low_label_toggle, i_3rd_session_time, in_days_back_range, newDayThirdStartLine, i_3rd_session_line_high_color, i_3rd_session_line_high_style, i_3rd_session_line_high_width, i_3rd_session_line_low_color, i_3rd_session_line_low_style, i_3rd_session_line_low_width, i_3rd_session_text_color, i_3rd_session_text_char, i_3rd_session_text_size)


/////////////////////////////////////////////////////////////////////////////////