//@version=5
indicator("Modjoy-Liquidity Concepts [BigBeluga]", shorttitle = "Liquidity Concepts [1.0.0]",overlay = true, max_lines_count = 500, max_labels_count = 500, max_boxes_count = 500, max_bars_back = 500)

lookback = input.int(12,"Pivot Point Length",minval = 2,group = "Inputs")
liq_valid = input.int(7,"Liquidation Validity",minval = 1,tooltip = "Measure how many candles should max pass to count as liquidity. Ex: if set to 7, the liquidation should happen in those 7 bars; otherwise, it is not valid.",inline = "AA",group = "Inputs")
liq_bool = input.bool(true,"Use Pivot Length",inline = "AA",group = "Inputs")


switch liq_bool
    true => liq_valid := lookback
    false => na
    => liq_valid

HH_css = input.color(color.white, "HH & HL", inline = "HHLL2", group = "Inputs")
LL_css = input.color(color.gray , "LL & LH", inline = "HHLL2", group = "Inputs")

css_candle = input.string("CHoCH", "Candle Coloring",options = ["CHoCH","Default"])

// bt_show = input.bool(false,"Show feedbacks result",group = "Settings")
show_liq = input.bool(false,"Hide Liquidity Swipe",group = "Settings")
show_pivot = input.bool(false,"Hide Pivot Point",group = "Settings")
show_wick = input.bool(false,"Hide Liquidation Wicks Point",group = "Settings")

css_bull = input.color(#089981  , "Bull CHoCH", inline = "Color 1", group = "Colors trend")
css_bear = input.color(color.red, "Bear CHoCH", inline = "Color 1", group = "Colors trend")

css_up = input.color(color.gray,  "Up Candle", inline = "Color 2", group = "Colors trend")
css_dn = input.color(color.black, "Down Candle", inline = "Color 2", group = "Colors trend")


major_trans = input.int(80,"Transp Major Liquidation",0,100,inline = "trans1",group = "Liquidations Color")
minor_trans = input.int(90,"Transp Minor Liquidation",0,100,inline = "trans2",group = "Liquidations Color")

liq_bear_minor = input.color(color.gray,"Bearish Liquidity Minor Swipe", group = "Liquidations Color")
liq_bull_minor = input.color(color.gray,"Bullish Liquidity Minor Swipe", group = "Liquidations Color")

liq_bear_major = input.color(color.purple,"Bearish Liquidity Major Swipe", group = "Liquidations Color")
liq_bull_major = input.color(color.aqua,"Bullish Liquidity Major Swipe", group = "Liquidations Color")

liq_wick_lh = input.color(color.orange, "Bearish Liquidation wick", group = "Liquidations Color")
liq_wick_hl = input.color(color.aqua, "Bearish Liquidation wick", group = "Liquidations Color")

lbl_size = input.int(1,"Pivot Text size",1,maxval = 5, group = "Text size")
lbl_t = switch lbl_size
    1 => size.tiny
    2 => size.small
    3 => size.normal
    4 => size.large
    5 => size.huge
    

txt_size = input.int(1,"Market structure Text size",1,maxval = 5, group = "Text size")
txt_t = switch txt_size
    1 => size.tiny
    2 => size.small
    3 => size.normal
    4 => size.large
    5 => size.huge


transline = 0

BOS_bull_css = input.color(color.white, "Bullish BOS", inline = "BOS1", group = "BOS and CHoCH colors")
BOS_bear_css = input.color(color.gray , "Bullish BOS", inline = "BOS2", group = "BOS and CHoCH colors")

CHOCH_bull_css = input.color(color.white, "Bullish CHoCH", inline = "BOS1", group = "BOS and CHoCH colors")
CHOCH_bear_css = input.color(color.gray , "Bearish CHoCH", inline = "BOS2", group = "BOS and CHoCH colors")



switch show_liq
    true => major_trans := 100, minor_trans := 100
    false => na


colinv = color.new(color.white,100) // gay

type bar
    float o = open
    float h = high
    float l = low
    float c = close
    float v = volume
    int idx = bar_index
    int t = time

// type col
//     color gray = color.gray
//     color black = color.black
//     color green = color.green
//     color red = color.red
//     color blue = color.blue
//     color purple = color.purple
//     color ared = #e60000
//     color ablue = #3366ff
//     color inv = #ffffff00

type zBin
    float[] LH
    float[] HL
    float[] LL
    float[] HH

    int[] LHindex
    int[] HLindex
    int[] LLindex
    int[] HHindex


    float[] LHchoch
    float[] HLchoch
    float[] LLchoch
    float[] HHchoch 

    int[] LHchochIndex
    int[] HLchochIndex
    int[] LLchochIndex
    int[] HHchochIndex

    float[] _popLH 
    int[] _popLHidx



var bin = zBin.new(

   array.new()
 , array.new()
 , array.new()
 , array.new()

 , array.new()
 , array.new()
 , array.new()
 , array.new()


 , array.new()
 , array.new()
 , array.new()
 , array.new()

 , array.new()
 , array.new()
 , array.new()
 , array.new()

 , array.new()
 , array.new()

 )


bar = bar.new()
// col = col.new()
var int itrend = 0

f_drawLine(x1, y1, x2, y2, color, widh, bBar, txt, down, dashed,transline) =>
    var line id = na

    id := line.new(na, na, na, na, xloc = xloc.bar_index, style = dashed ? line.style_dashed : line.style_solid)
    line.set_x1(id ,x1)
    line.set_y1(id ,y1)
    line.set_x2(id ,x2)
    line.set_y2(id ,y2)

    line.set_color(id, color.new(color,transline))
    line.set_width(id, widh)

    structure_lbl = label.new(int(math.avg(x1, bBar)), y1, txt
      , color = colinv
      , textcolor = color
      , style = down ? label.style_label_down : label.style_label_up
      , size = txt_t)   

f_drawBox(left, top, right, bottom, bgcolor, bcolor, trans) =>
    var box id = na
    id := box.new(left, top, right, bottom)
    box.set_bgcolor(id,color.new(bgcolor,trans))
    box.set_border_width(id, 1)
    box.set_border_color(id, color.new(bcolor,100))



// && => HH LL LH

ph = ta.pivothigh(lookback, lookback)
pl = ta.pivotlow(lookback, lookback)

iff_1 = pl ? -1 : na  // Trend direction
hl = ph ? 1 : iff_1
iff_2 = pl ? pl : na  // similar to zigzag but may have multiple highs/lows
zz = ph ? ph : iff_2
valuewhen_1 = ta.valuewhen(hl, hl, 1)
valuewhen_2 = ta.valuewhen(zz, zz, 1)
zz := pl and hl == -1 and valuewhen_1 == -1 and pl > valuewhen_2 ? na : zz
valuewhen_3 = ta.valuewhen(hl, hl, 1)
valuewhen_4 = ta.valuewhen(zz, zz, 1)
zz := ph and hl == 1 and valuewhen_3 == 1 and ph < valuewhen_4 ? na : zz

valuewhen_5 = ta.valuewhen(hl, hl, 1)
valuewhen_6 = ta.valuewhen(zz, zz, 1)
hl := hl == -1 and valuewhen_5 == 1 and zz > valuewhen_6 ? na : hl
valuewhen_7 = ta.valuewhen(hl, hl, 1)
valuewhen_8 = ta.valuewhen(zz, zz, 1)
hl := hl == 1 and valuewhen_7 == -1 and zz < valuewhen_8 ? na : hl
zz := na(hl) ? na : zz

findprevious() =>  // finds previous three points (b, c, d, e)
    ehl = hl == 1 ? -1 : 1
    loc1 = 0.0
    loc2 = 0.0
    loc3 = 0.0
    loc4 = 0.0
    xx = 0
    for x = 1 to 1000 by 1
        if hl[x] == ehl and not na(zz[x])
            loc1 := zz[x]
            xx := x + 1
            break
    ehl := hl
    for x = xx to 1000 by 1
        if hl[x] == ehl and not na(zz[x])
            loc2 := zz[x]
            xx := x + 1
            break
    ehl := hl == 1 ? -1 : 1
    for x = xx to 1000 by 1
        if hl[x] == ehl and not na(zz[x])
            loc3 := zz[x]
            xx := x + 1
            break
    ehl := hl
    for x = xx to 1000 by 1
        if hl[x] == ehl and not na(zz[x])
            loc4 := zz[x]
            break
    [loc1, loc2, loc3, loc4]



isNot() =>
    float a = na
    float b = na
    float c = na
    float d = na
    float e = na

    if not na(hl)
        [loc1, loc2, loc3, loc4] = findprevious()
        a := zz
        b := loc1
        c := loc2
        d := loc3
        e := loc4
        e

    _hh = zz and a > b and a > c and c > b and c > d
    _ll = zz and a < b and a < c and c < b and c < d
    _hl = zz and (a >= c and b > c and b > d and d > c and d > e or a < b and a > c and b < d)
    _lh = zz and (a <= c and b < c and b < d and d < c and d < e or a > b and a < c and b > d)

    [_hh, _ll, _hl, _lh]

[_hh, _ll, _hl, _lh] = isNot()



float res = na
float sup = na
res := _lh ? zz : res[1]
sup := _hl ? zz : sup[1]

int trend = na
iff_3 = close < sup ? -1 : nz(trend[1])
trend := close > res ? 1 : iff_3

res := trend == 1 and _hh or trend == -1 and _lh ? zz : res
sup := trend == 1 and _hl or trend == -1 and _ll ? zz : sup
rechange = res != res[1]
suchange = sup != sup[1]

//table int

var int tot_structure_bull = 0
var int tot_structure_bear = 0

var float tot_bear_liq = 0
var float tot_bull_liq = 0

var float tot_liq_sell = 0
var float tot_liq_buy = 0

// && => Pivot HH and CHoCH

var bxHHchOchPoint = array.new()
color onetap = na
float src_onetap_lh = na
float src_onetap_hl = na


bodyLength = math.abs(close - open)
downWickLength = low - math.min(open, close)
downWickBigger = downWickLength > bodyLength


if _hh
    id = show_pivot ? na : label.new(bar.idx[lookback], bar.h[lookback], text = "HH", text_font_family = font.family_monospace, style = label.style_label_down, size = lbl_t, color = colinv, textcolor = HH_css)
    bin.HH.push(bar.h[lookback])
    bin.HHindex.push(bar.idx[lookback])

    bxHHchOchPoint.push(bar.h[1])

if bin.HH.size() > 0
    if bar.idx % (lookback * 2) == 0
        bin.HHchoch.push(bin.HH.pop())
        bin.HHchochIndex.push(bin.HHindex.pop())


if bin.HH.size() > 0
    for j = 0 to bin.HH.size()
        if bin.HH.size() <= 0
            break
        else
            var _popHH = array.new()
            var _popHHidx = array.new()
            var int barsince = ta.barssince(ta.crossunder(bar.c, bin.HH.last()))
            if ta.crossover(bar.h, bin.HH.last())
                bool choch = false

                if itrend < 0
                    choch := true
                txt = choch ? "CHoCH" : "BOS"
                _popHH.push(bin.HH.pop())
                _popHHidx.push(bin.HHindex.pop())
                if math.abs(_popHHidx.last() - bar.idx) > 500
                    break
                else
                    col = choch ? CHOCH_bull_css : BOS_bull_css
                    itrend := 1
                    tot_structure_bull += 1
                    
                    f_drawLine(_popHHidx.last(), _popHH.last(), bar.idx, _popHH.last(), col, 1, bar.idx, txt, true, txt == "BOS" ? true : false, transline)


if bin.HHchoch.size() > 0
    for j = 0 to bin.HHchoch.size()
        if bin.HHchoch.size() <= 0
            break
        else
            var _popHHchoch = array.new()
            var _popHHchochIndex = array.new()
            if ta.crossover(bar.c, bin.HHchoch.last())
                bool choch = false

                if itrend < 0
                    choch := true
                txt = choch ? "CHoCH" : "BOS"

                _popHHchoch.push(bin.HHchoch.pop())
                _popHHchochIndex.push(bin.HHchochIndex.pop())
                if math.abs(_popHHchochIndex.last() - bar.idx) > 500
                    break
                else
                    col = choch ? CHOCH_bull_css : BOS_bull_css
                    f_drawLine(_popHHchochIndex.last(), _popHHchoch.last(), bar.idx, _popHHchoch.last(), col, 1, bar.idx, txt, true, txt == "BOS" ? true : false, transline)
                    itrend := 1
                    tot_structure_bull += 1


if bxHHchOchPoint.size() > 0
    barsince = ta.barssince(ta.crossover(bar.h ,bxHHchOchPoint.last()))
    var float lastLvl = na
    var int index = na
    if ta.crossover(bar.h, bxHHchOchPoint.last())
        lastLvl := bxHHchOchPoint.last()
        index := bar.idx[1]

    if ta.crossunder(bar.h, bxHHchOchPoint.last()) and barsince <= liq_valid
        var maxtop = array.new()
        for j = 0 to barsince
            maxtop.push(bar.h[j])

        f_drawBox(index, maxtop.max(), bar.idx, lastLvl, liq_bear_major, liq_bear_major, major_trans)
        tot_liq_sell += ta.cum(volume)
        lastLvl := na
        index := na
        maxtop.clear()
    else if ta.crossunder(bar.h, bxHHchOchPoint.last()) and barsince > liq_valid
        lastLvl := na
        index := na


// && => Pivot LL and CHoCH

var bxLLchOch = array.new()

if _ll
    id = show_pivot ? na : label.new(bar.idx[lookback], bar.l[lookback], text = "LL", text_font_family = font.family_monospace, style = label.style_label_up, size = lbl_t, color = colinv, textcolor = LL_css)
    bin.LL.push(bar.l[lookback])
    bin.LLindex.push(bar.idx[lookback])

    bxLLchOch.push(bar.l[1])

if bin.LL.size() > 0            
    if bar.idx % (lookback * 2) == 0
        bin.LLchoch.push(bin.LL.pop())
        bin.LLchochIndex.push(bin.LLindex.pop())


if bin.LL.size() > 0
    for j = 0 to bin.LL.size()
        if bin.LL.size() <= 0
            break
        else
            var _popLL = array.new()
            var _popLLidx = array.new()
            var int barsince = ta.barssince(ta.crossunder(bar.c, bin.LL.last()))
            if ta.crossunder(bar.l, bin.LL.last())
                bool choch = false

                if itrend > 0
                    choch := true
                txt = choch ? "CHoCH" : "BOS"

                _popLL.push(bin.LL.pop())
                _popLLidx.push(bin.LLindex.pop())
                if math.abs(_popLLidx.last() - bar.idx) > 500
                    break
                else
                    col = choch ? CHOCH_bear_css : BOS_bear_css
                    f_drawLine(_popLLidx.last(), _popLL.last(), bar.idx, _popLL.last(), col, 1, bar.idx, txt, false, txt == "BOS" ? true : false, transline)
                    itrend := -1
                    tot_structure_bear += 1


if bin.LLchoch.size() > 0
    for j = 0 to bin.LLchoch.size()
        if bin.LLchoch.size() <= 0
            break
        else
            var _popLLchoch = array.new()
            var _popLLchochIndex = array.new()
            if ta.crossunder(bar.c, bin.LLchoch.last())
                bool choch = false

                if itrend > 0
                    choch := true
                txt = choch ? "CHoCH" : "BOS"

                _popLLchoch.push(bin.LLchoch.pop())
                _popLLchochIndex.push(bin.LLchochIndex.pop())
                if math.abs(_popLLchochIndex.last() - bar.idx) > 500
                    break
                else
                    col = choch ? CHOCH_bear_css : BOS_bear_css
                    f_drawLine(_popLLchochIndex.last(), _popLLchoch.last(), bar.idx, _popLLchoch.last(), col, 1, bar.idx, txt, false, txt == "BOS" ? true : false, transline)
                    itrend := -1
                    tot_structure_bear += 1



if bxLLchOch.size() > 0
    barsince = ta.barssince(ta.crossunder(bar.l ,bxLLchOch.last()))
    var float lastLvl = na
    var int index = na
    if ta.crossunder(bar.h, bxLLchOch.last())
        lastLvl := bxLLchOch.last()
        index := bar.idx[1]

    if ta.crossover(bar.h, bxLLchOch.last()) and barsince <= liq_valid
        var maxtop = array.new()
        for j = 0 to barsince
            maxtop.push(bar.l[j])

        f_drawBox(index, lastLvl, bar.idx[1], maxtop.min(), liq_bull_major, liq_bull_major, major_trans)
        tot_liq_buy += ta.cum(volume)
        lastLvl := na
        index := na
        maxtop.clear()
    else if ta.crossover(bar.l, bxLLchOch.last()) and barsince > liq_valid
        lastLvl := na
        index := na



// && => Pivot HL

var bxHLPoint = array.new()

if _hl
    id = show_pivot ? na : label.new(bar.idx[lookback], bar.l[lookback], text = "HL", text_font_family = font.family_monospace, style = label.style_label_up, size = lbl_t, color = colinv, textcolor = HH_css)
    bin.HL.push(bar.l[lookback])
    bin.HLindex.push(bar.idx[lookback])

    bxHLPoint.push(bar.l[lookback])


if bin.HL.size() > 0
    for j = 0 to bin.HL.size()
        if bin.HL.size() <= 0
            break
        else
            if bin.HL.size() > 0
                var _popHL = array.new()
                var _popHLidx = array.new()
                var int barsince = ta.barssince(ta.crossunder(bar.c, bin.HL.last()))
                if ta.crossunder(bar.l, bin.HL.last())
                    _popHL.push(bin.HL.pop())
                    _popHLidx.push(bin.HLindex.pop())
                    if math.abs(_popHLidx.last() - bar.idx) > 500
                        break
                    else
                        show_pivot ? na : f_drawLine(_popHLidx.last(), _popHL.last(), bar.idx, _popHL.last(), HH_css, 1, bar.idx, "", false, false, 0)

                    if bar.c > _popHL.last() and bar.o > _popHL.last() and math.abs(close - open) <= math.abs(low - (close > open ? open : close))
                        src_onetap_hl := low



if bxHLPoint.size() > 0
    barsince = ta.barssince(ta.crossunder(bar.l ,bxHLPoint.last()))
    var float lastLvl = na
    var int index = na
    if ta.crossunder(bar.h, bxHLPoint.last())
        lastLvl := bxHLPoint.last()
        index := bar.idx[1]

    if ta.crossover(bar.h, bxHLPoint.last()) and barsince <= liq_valid
        var maxtop = array.new()
        for j = 0 to barsince
            maxtop.push(bar.l[j])

        f_drawBox(index, lastLvl, bar.idx[1], maxtop.min(), liq_bear_minor, liq_bear_minor, minor_trans)
        tot_liq_buy += ta.cum(volume)
        lastLvl := na
        index := na
        maxtop.clear()
    else if ta.crossover(bar.l, bxHLPoint.last()) and barsince > liq_valid
        lastLvl := na
        index := na


// && => Pivot LH and Liquidity Swap


var bxLHPoint = array.new()

if _lh
    id = show_pivot ? na : label.new(bar.idx[lookback], bar.h[lookback], text = "LH", text_font_family = font.family_monospace, style = label.style_label_down, size = lbl_t, color = colinv, textcolor = LL_css)
    bin.LH.push(bar.h[lookback])
    bin.LHindex.push(bar.idx[lookback])

    bxLHPoint.push(bar.h[lookback])



if bin.LH.size() > 0
    for j = 0 to bin.LH.size()
        if bin.LH.size() <= 0
            break
        else
            if ta.crossover(bar.h, bin.LH.last())
                bin._popLH.push(bin.LH.pop())
                bin._popLHidx.push(bin.LHindex.pop())
                if math.abs(bin._popLHidx.last() - bar.idx) > 500
                    break
                else
                    show_pivot ? na : f_drawLine(bin._popLHidx.last(), bin._popLH.last(), bar.idx, bin._popLH.last(), LL_css, 1, bar.idx, "", false, false, 0)

                if bar.c < bin._popLH.last() and bar.o < bin._popLH.last() and math.abs(close - open) <= math.abs(high - (close > open ? close : open))
                    src_onetap_lh := high
                        

if bxLHPoint.size() > 0
    barsince = ta.barssince(ta.crossover(bar.h ,bxLHPoint.last()))
    var float lastLvl = na
    var int index = na
    if ta.crossover(bar.h, bxLHPoint.last())
        lastLvl := bxLHPoint.last()
        index := bar.idx[1]

    if ta.crossunder(bar.h, bxLHPoint.last()) and barsince <= liq_valid
        var maxtop = array.new()
        for j = 0 to barsince
            maxtop.push(bar.h[j])

        f_drawBox(index, maxtop.max(), bar.idx[1], lastLvl, liq_bull_minor, liq_bull_minor, minor_trans)
        tot_liq_sell += ta.cum(volume)
        lastLvl := na
        index := na
        maxtop.clear()
    else if ta.crossunder(bar.h, bxLHPoint.last()) and barsince > liq_valid
        lastLvl := na
        index := na






css(x) =>
    var color col = na
    if x == "CHoCH"
        col := itrend == 1 ? css_bull : css_bear
    else if x == "Default"
        col := bar.c > bar.o ? css_up : css_dn
    col

css = css(css_candle)
c_src = close > open ? close : open
c_csrc = close > open ? open : close

int b_wick = 0

switch show_wick
    false => na
    true => b_wick := 100

plotcandle(bar.o ,bar.h, bar.l, bar.c, color = css, wickcolor = css, bordercolor = css,display = display.pane)
plotcandle(src_onetap_lh,c_src, c_src ,c_src, color = colinv,wickcolor = colinv,bordercolor = color.new(liq_wick_lh,b_wick),display = display.pane)
plotcandle(src_onetap_hl,c_csrc, c_csrc ,c_csrc, color = colinv,wickcolor = colinv,bordercolor = color.new(liq_wick_hl,b_wick),display = display.pane)


//src_onetap


// // && =>

⚠️ 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.