// This work is licensed under Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International  

//@version=6
indicator('Modjoy-Candles Volume HeatMap [BigBeluga]', overlay = true, max_boxes_count = 500, max_bars_back = 500, max_labels_count = 500, max_lines_count = 500)


// ＩＮＰＵＴＳ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
int timeframe_factor = timeframe.in_seconds() / 60
int levels = 10

color heat_col = input.color(color.orange, 'Heat Color', inline = 'cvp', group = 'Candle Volume Type', tooltip = 'HeatMap Color')

bool display_poc = input.bool(true, '', inline = 'POC', group = 'Point Of Control')
string poc_style = input.string('Solid', 'POC Style', ['Solid', 'Dashed', 'Dotted'], inline = 'POC', group = 'Point Of Control')
int width = input.int(1, '', inline = 'POC', group = 'Point Of Control')
color poc_color = input.color(color.orange, '', inline = 'POC', group = 'Point Of Control')

bool display_delta = input.bool(false, 'Delta', inline = 'Delta', group = 'Delta')
string delta_size = input.string('Auto', '|   Size', ['Auto', 'Small', 'Large'], inline = 'Delta', group = 'Delta')

var array lines_array = array.new_line()
// }


// ＣＡＬＣＵＬＡＴＩＯＮＳ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{

float vol = close > open ? volume : -volume
float normalized_vol = (vol - 0) / ta.stdev(vol, 100)
normalized_vol := normalized_vol > 10 ? 0 : normalized_vol
int timeframe_lvl = math.round(timeframe_factor / levels)
string timeframe = str.tostring(timeframe_lvl)
float atr_val = ta.atr(200) * 0.5


// Adjust timeframe for seconds and some minutes 
timeframe := timeframe.isseconds and timeframe_factor <= 0.2 ? '1S' : timeframe.isseconds and timeframe_factor <= 1 ? '5S' : timeframe.isminutes and timeframe_factor == 1 ? '10S' : timeframe.isminutes and timeframe_factor == 3 ? '30S' : timeframe.isminutes and timeframe_factor == 5 ? '30S' : timeframe


array req = request.security_lower_tf('', timeframe, vol)
array delta_sign = request.security_lower_tf('', timeframe, close > open ? 1 : -1)

float delta_sum = req.sum()
float delta_abs_sum = req.abs().sum()
float delta_percent = delta_sum / delta_abs_sum * 100

int buyers = 0
int sellers = 0

if delta_sign.size() > 0

    for i = 0 to delta_sign.size() - 1 by 1

        value = delta_sign.get(i)
        buyers := buyers + (value > 0 ? 1 : 0)
        sellers := sellers + (value < 0 ? -1 : 0)
        sellers
        // }


// ＰＬＯＴ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{

if barstate.islast

    for int j = 0 to 45 by 1 // >>

        array value1 = req[j]
        float step = (high[j] - low[j]) / value1.size()

        if value1.size() > 0
            for int i = 0 to value1.size() - 1 by 1 // >>

                float value = value1.get(i)
                float value_abs = math.abs(value1.get(i))
                array value_arr = value1.abs()

                float value_max = value_arr.max()
                float value_min = value_arr.min()
   

                color heat_color = color.from_gradient(value_abs, value_min, value_max, chart.bg_color, heat_col)

                float bottom = low[j] + step * i
                float top = bottom + step

                box.new(left = bar_index - j, bottom = bottom, right = bar_index + 1 - j, top = top, bgcolor = heat_color, text = value_abs == value_max ? str.tostring(value, '#.#') : '', text_color = chart.fg_color, border_color = chart.bg_color, force_overlay = true)

                // Create POC line if maximum value
                if value_abs == value_max and display_poc and j > 1

                    string line_style = switch poc_style
                        'Solid' => line.style_solid
                        'Dotted' => line.style_dotted
                        'Dashed' => line.style_dashed

                    line l = line.new(x1 = bar_index - j, y1 = math.avg(bottom, top), x2 = last_bar_index + 2, y2 = math.avg(bottom, top), width = width, color = poc_color, style = line_style, extend = extend.right)


                    if l.get_x2() - l.get_x1() < 1
                        l.delete()

                    lines_array.push(l)

            if display_delta
                string deltaSize = switch delta_size
                    'Large' => size.small
                    'Auto' => size.auto
                    'Small' => size.tiny

                string txt = 'Delta:\nBuyers | Sellers\n' + str.tostring(buyers[j]) + ' | ' + str.tostring(sellers[j] * -1) + '\n' + str.tostring(math.round(delta_percent[j]), format.percent)

                color color = delta_percent[j] > 0 ? chart.fg_color : color.red

                box.new(left = bar_index - j, bottom = high[j], right = bar_index + 1 - j, top = high[j] + atr_val, border_color = color(na), bgcolor = color(na), text = txt, text_color = color, force_overlay = true, text_size = deltaSize)

        for int g = 0 to 46 by 1 // >>

            for l_id in lines_array

                float price = l_id.get_y2()
                int index = bar_index - l_id.get_x1()

                if high[g] > price and low[g] < price and g + 1 <= index

                    lines_array.remove(lines_array.indexof(l_id))
                    l_id.delete()

                if index == 46
                    line.delete(lines_array.shift())

// }

⚠️ High Risk Warning

Trading Forex and Futures involves a very high degree of risk and may not be suitable for all investors. The high degree of leverage can result in the complete loss of your funds. These indicators are educational tools and do not guarantee profits. Please trade responsibly with capital you can afford to lose.