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

//@version=6
indicator("Modjoy-Heatmap Liquidity Zones [BigBeluga]", overlay = true
            , max_boxes_count = 500
            , calc_bars_count = 4000
            , max_lines_count = 500
            , max_bars_back = 5000
            , max_labels_count = 500)


// Inputs 
// Inputs 
tf = input.timeframe(
     "W",
     "Higher Timeframe",
     tooltip = "Select the higher timeframe used to build volume heatmap ranges.\nEach new HTF candle resets the accumulation range."
)

atrLen = 100

atrMult = input.float(
     0.25,
     "Bin Size Multiplier",
     step = 0.05,
     minval = 0.0001,
     tooltip = "Multiplier applied to ATR to define vertical bin size.\nLower values create more detailed heatmap resolution.\nHigher values create broader liquidity zones."
)

maxBins = input.int(
     40,
     "Max Bins",
     minval = 10,
     maxval = 100,
     tooltip = "Maximum number of price bins inside each HTF range.\nHigher values increase precision but use more resources."
)

liquidityFilter = input.float(
     0,
     "Liquidity Filter %",
     minval = 0,
     maxval = 100,
     tooltip = "Minimum relative volume (percentage of peak bin volume) required to mark a liquidity level.\nHigher values filter weaker zones."
)
liquidityWidth = input.int(
     5,
     "Liquidity Level Width",
     minval = 1,
     maxval = 10,
     tooltip = "Controls the thickness of drawn liquidity levels.\nHigher values make key zones more visually prominent."
)
liquidityExtend = input.int(
     25,
     "Liquidity Level Extend",
     minval = 0,

     tooltip = "Controls how far the levels are extended into the future from last bar."
)
heatColor2 = input.color(
     color.rgb(64, 17, 151, 90),
     "Low Density (0%–25%)",
     tooltip = "Color used for low volume density areas."
)

heatColor1 = input.color(
     color.rgb(27, 183, 255, 90),
     "Mid Density (25%–75%)",
     tooltip = "Color used for medium volume density areas."
)

heatColor3 = input.color(
     color.rgb(255, 235, 59, 50),
     "High Density (75%–100%)",
     tooltip = "Color used for highest liquidity zones."
)
tfChange  = timeframe.change(tf)

var max = 0.
var min = low
var start = 0


type level 
    int start 
    float lvl
    bool isRes
    float vol
    color color1
var Levels = array.new()


atrValue = ta.atr(atrLen)
binSize  = atrValue * atrMult

if not tfChange
    max := math.max(max, high)
    min := math.min(min, low)

range_ = max - min

// Safe bin count (int) + guards
rawBins    = math.min(maxBins, int(math.floor(range_[1] / binSize)))
binSize1   = range_ / rawBins
volumeBins = array.new(rawBins, 0.)


// Historical 
if tfChange
    for i = 0 to rawBins - 1
        ll = min[1] + binSize1[1] * i 
        mid = ll + binSize1[1]/2

        hh = ll + binSize1[1]

        for k = 0 to bar_index - start
            if math.abs(close[k]-mid) <= binSize1[1]
                volumeBins.set(i, volumeBins.get(i) + volume[k])

    for i = 0 to rawBins - 1
        ll = min[1] + binSize1[1] * i 
       
        hh  = ll + binSize1[1]
        vol = volumeBins.get(i) / volumeBins.max()
        
        col = vol <= 0.5 ? color.from_gradient(vol, 0, 0.5, heatColor2, heatColor1)
             : color.from_gradient(vol, 0.5, 1, heatColor1, heatColor3)

        col1 = vol <= 0.5 ? color.from_gradient(vol, 0, 0.5, color.new(heatColor2, 95), color.new(heatColor1, 95))
             : color.from_gradient(vol, 0.5, 1, color.new(heatColor1, 95), color.new(heatColor3, 95))

        box.new(start, hh, bar_index, ll
             , bgcolor = col
             , border_color = col1)

        if vol >= liquidityFilter/100
            mid = math.avg(hh, ll)
            Levels.push(level.new(bar_index, mid, low < mid, vol, col))



for s in Levels 

    if s.isRes
        if high > s.lvl 
            Levels.remove(Levels.indexof(s))
    else 
        if low < s.lvl 
            Levels.remove(Levels.indexof(s))


if not tfChange and barstate.islast

    var boxes = array.new()
    var lines = array.new()
    var labels = array.new()

    for b in boxes 
        b.delete()
    boxes.clear()

    for b in lines 
        b.delete()
    lines.clear()

    for b in labels 
        b.delete()
    labels.clear()

    for i = 0 to volumeBins.size() - 1
        ll  = min[1] + binSize1[1] * i 
        mid = ll + binSize1[1]/2
        hh  = ll + binSize1[1]

        for k = 0 to bar_index - start
            if math.abs(close[k]-mid) <= binSize1[1]
                volumeBins.set(i, volumeBins.get(i) + volume[k])

    for i = 0 to volumeBins.size() - 1
        ll  = min[1] + binSize1[1] * i 
        hh  = ll + binSize1[1]
        vol = volumeBins.get(i) / volumeBins.max()

        col = vol <= 0.5 ? color.from_gradient(vol, 0, 0.5, heatColor2, heatColor1)
             : color.from_gradient(vol, 0.5, 1, heatColor1, heatColor3)

        col1 = vol <= 0.5 ? color.from_gradient(vol, 0, 0.5, color.new(heatColor2, 95), color.new(heatColor1, 95))
             : color.from_gradient(vol, 0.5, 1, color.new(heatColor1, 95), color.new(heatColor3, 95))

        b = box.new(start, hh, bar_index, ll
             , bgcolor = col
             , border_color = col1)

        boxes.push(b)



    for s in Levels 

        labelSize =
             s.vol < 0.30 ? size.tiny  :
             s.vol < 0.55 ? size.small :
             s.vol < 0.80 ? size.normal :
                             size.large

        if s.start >= bar_index-2000
            lines.push(
                line.new(s.start, s.lvl, bar_index+liquidityExtend, s.lvl, color = s.color1, width = liquidityWidth)
            )

            labels.push(label.new(bar_index+liquidityExtend, s.lvl, "", style = label.style_circle, size = labelSize, color = s.color1))


            if s.vol >= 0.5
                labels.push(label.new(bar_index+liquidityExtend, s.lvl, str.tostring(s.vol*100, format.percent), style = label.style_label_left, size = labelSize, color = color.new(chart.bg_color, 100), textcolor = s.color1))


var length = 2

length += 1


if tfChange
    max := high
    min := low
    start := bar_index
    length := 2




// Smoothing MA inputs
GRP = "Moving Average"
maTypeInput = input.string("None", "Type", options = ["None", "SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group = GRP, display = display.none)
maLengthInput = input.int(25, "Length", group = GRP, display = display.none, inline = "len")
autoLength = input.bool(false, "Auto", group = GRP, display = display.none, inline = "len")
src = input(close, title="Source", group = GRP)

pine_ema(src, length) =>
    alpha = 2 / (length + 1)
    sum = 0.0
    sum := na(sum[1]) ? src : alpha * src + (1 - alpha) * nz(sum[1])

pine_rma(src, length) =>
    alpha = 1/length
    sum = 0.0
    sum := na(sum[1]) ? ta.sma(src, length) : alpha * src + (1 - alpha) * nz(sum[1])

// Smoothing MA Calculation
ma(source, length, MAtype) =>
    switch MAtype
        "SMA"                   => ta.sma(source, length)
        "EMA"                   => pine_ema(source, length)
        "SMMA (RMA)"            => pine_rma(source, length)
        "WMA"                   => ta.wma(source, length)
        "VWMA"                  => ta.vwma(source, length)

plot(tfChange ? float(na) : ma(src, autoLength ? length : maLengthInput, maTypeInput), color=color.yellow, title="MA", show_last = 5000, style = plot.style_linebr)