Crypto AMT VP Flow PA

//@version=6
indicator(
     "Crypto AMT + VWAP + VP + Orderflow + PA",
     shorttitle = "Crypto AMT VP Flow PA",
     overlay = true,
     max_lines_count = 500,
     max_boxes_count = 250,
     max_labels_count = 200,
     dynamic_requests = true)

//────────────────────────────────────────────────────────────────────
// Inputs
//────────────────────────────────────────────────────────────────────
groupAmt = "1. AMT / Volume Profile"
vpLookback = input.int(120, "VP lookback bars", minval = 30, maxval = 500, group = groupAmt)
vpRows = input.int(28, "VP rows", minval = 10, maxval = 60, group = groupAmt)
valueAreaPct = input.float(70.0, "Value area %", minval = 50.0, maxval = 90.0, step = 1.0, group = groupAmt)
acceptBars = input.int(2, "Acceptance bars", minval = 1, maxval = 10, group = groupAmt)
showProfile = input.bool(true, "Show right-side VP boxes", group = groupAmt)
profileWidthBars = input.int(35, "VP max width bars", minval = 5, maxval = 150, group = groupAmt)
profileOffsetBars = input.int(3, "VP offset bars", minval = 1, maxval = 50, group = groupAmt)

groupVwap = "2. VWAP"
vwapAnchorInput = input.string("Daily", "VWAP anchor", options = ["Daily", "Weekly", "Monthly"], group = groupVwap)
showVwapBands = input.bool(true, "Show VWAP bands", group = groupVwap)
bandLen = input.int(50, "Band stdev length", minval = 10, maxval = 300, group = groupVwap)
bandMult = input.float(1.0, "Band multiplier", minval = 0.25, maxval = 5.0, step = 0.25, group = groupVwap)

groupFlow = "3. Orderflow proxy"
useLtfDelta = input.bool(true, "Use lower timeframe delta", group = groupFlow)
lowerTf = input.timeframe("1", "Lower timeframe for delta", group = groupFlow)
deltaLen = input.int(20, "Delta EMA length", minval = 5, maxval = 200, group = groupFlow)
deltaMult = input.float(1.20, "Strong delta multiplier", minval = 0.50, maxval = 5.00, step = 0.05, group = groupFlow)
volLen = input.int(20, "Relative volume length", minval = 5, maxval = 200, group = groupFlow)
volMult = input.float(1.00, "Min relative volume", minval = 0.50, maxval = 5.00, step = 0.05, group = groupFlow)
cvdResetInput = input.string("Daily", "CVD reset", options = ["None", "Daily", "Weekly"], group = groupFlow)

groupPa = "4. Price action"
swingLen = input.int(3, "Swing pivot length", minval = 1, maxval = 20, group = groupPa)
atrLen = input.int(14, "ATR length", minval = 5, maxval = 100, group = groupPa)
wickAtrMult = input.float(0.35, "Rejection wick ATR multiplier", minval = 0.05, maxval = 2.0, step = 0.05, group = groupPa)
showStructure = input.bool(true, "Show last swing structure", group = groupPa)

groupSignals = "5. Signals / Display"
enableSignals = input.bool(true, "Enable signals", group = groupSignals)
minScore = input.int(3, "Minimum confluence score", minval = 2, maxval = 5, group = groupSignals)
cooldownBars = input.int(5, "Signal cooldown bars", minval = 0, maxval = 100, group = groupSignals)
showBarColor = input.bool(true, "Color bars by bias", group = groupSignals)
showDashboard = input.bool(true, "Show dashboard", group = groupSignals)

//────────────────────────────────────────────────────────────────────
// Helpers
//────────────────────────────────────────────────────────────────────
clearBoxes(array<box> boxes) =>
    int boxCount = array.size(boxes)
    if boxCount > 0
        for n = 0 to boxCount - 1
            box.delete(array.get(boxes, n))
        array.clear(boxes)

formatPrice(float value) =>
    na(value) ? "na" : str.tostring(value, format.mintick)

formatVol(float value) =>
    na(value) ? "na" : str.tostring(value, format.volume)

//────────────────────────────────────────────────────────────────────
// VWAP
//────────────────────────────────────────────────────────────────────
bool vwapAnchor = switch vwapAnchorInput
    "Daily" => timeframe.change("D")
    "Weekly" => timeframe.change("W")
    => timeframe.change("M")

float vwapValue = ta.vwap(hlc3, vwapAnchor)
float vwapDev = ta.stdev(hlc3 - vwapValue, bandLen)
float vwapUpper = vwapValue + vwapDev * bandMult
float vwapLower = vwapValue - vwapDev * bandMult

plot(vwapValue, "Anchored VWAP", color = color.new(color.orange, 0), linewidth = 2)
plot(showVwapBands ? vwapUpper : na, "VWAP upper band", color = color.new(color.orange, 70))
plot(showVwapBands ? vwapLower : na, "VWAP lower band", color = color.new(color.orange, 70))

//────────────────────────────────────────────────────────────────────
// Rolling Volume Profile: POC / VAH / VAL
//────────────────────────────────────────────────────────────────────
var array<float> vpVolumes = array.new<float>()
if barstate.isfirst or array.size(vpVolumes) != vpRows
    array.clear(vpVolumes)
    for r = 0 to vpRows - 1
        array.push(vpVolumes, 0.0)

for r = 0 to vpRows - 1
    array.set(vpVolumes, r, 0.0)

float vpHigh = ta.highest(high, vpLookback)
float vpLow = ta.lowest(low, vpLookback)
float vpRange = math.max(vpHigh - vpLow, syminfo.mintick)
float rowHeight = vpRange / vpRows

for i = 0 to vpLookback - 1
    float barHigh = high[i]
    float barLow = low[i]
    float barClose = close[i]
    float barVol = volume[i]
    if not na(barHigh) and not na(barLow) and not na(barVol)
        float barRange = math.max(barHigh - barLow, syminfo.mintick)
        bool flatBar = math.abs(barHigh - barLow) <= syminfo.mintick
        for r = 0 to vpRows - 1
            float rowLow = vpLow + rowHeight * r
            float rowHigh = rowLow + rowHeight
            float addVol = 0.0
            if flatBar
                bool closeInRow = barClose >= rowLow and (barClose < rowHigh or r == vpRows - 1 and barClose <= rowHigh)
                addVol := closeInRow ? barVol : 0.0
            else
                float overlap = math.max(0.0, math.min(barHigh, rowHigh) - math.max(barLow, rowLow))
                addVol := barVol * overlap / barRange
            array.set(vpVolumes, r, array.get(vpVolumes, r) + addVol)

float totalVpVol = 0.0
float maxRowVol = 0.0
int pocIndex = 0

for r = 0 to vpRows - 1
    float rowVol = array.get(vpVolumes, r)
    totalVpVol += rowVol
    if rowVol > maxRowVol
        maxRowVol := rowVol
        pocIndex := r

int vaLowIndex = pocIndex
int vaHighIndex = pocIndex
float vaTarget = totalVpVol * valueAreaPct / 100.0
float vaAccum = array.get(vpVolumes, pocIndex)

while vaAccum < vaTarget and (vaLowIndex > 0 or vaHighIndex < vpRows - 1)
    float nextLowVol = vaLowIndex > 0 ? array.get(vpVolumes, vaLowIndex - 1) : -1.0
    float nextHighVol = vaHighIndex < vpRows - 1 ? array.get(vpVolumes, vaHighIndex + 1) : -1.0
    if nextHighVol >= nextLowVol
        vaHighIndex += 1
        vaAccum += math.max(nextHighVol, 0.0)
    else
        vaLowIndex -= 1
        vaAccum += math.max(nextLowVol, 0.0)

float poc = vpLow + rowHeight * (pocIndex + 0.5)
float val = vpLow + rowHeight * vaLowIndex
float vah = vpLow + rowHeight * (vaHighIndex + 1.0)

plot(poc, "VP POC", color = color.new(color.yellow, 0), linewidth = 2)
plot(vah, "VP VAH", color = color.new(color.teal, 0), linewidth = 1)
plot(val, "VP VAL", color = color.new(color.teal, 0), linewidth = 1)

// Right-side profile boxes.
var array<box> profileBoxes = array.new<box>()
if barstate.islast
    clearBoxes(profileBoxes)
    if showProfile and maxRowVol > 0
        int xStart = bar_index + profileOffsetBars
        for r = 0 to vpRows - 1
            float rowLow = vpLow + rowHeight * r
            float rowHigh = rowLow + rowHeight
            float rowVol = array.get(vpVolumes, r)
            int rowWidth = math.max(1, int(math.round(profileWidthBars * rowVol / maxRowVol)))
            color rowColor = r == pocIndex ? color.new(color.yellow, 35) : r >= vaLowIndex and r <= vaHighIndex ? color.new(color.teal, 76) : color.new(color.gray, 88)
            box rowBox = box.new(
                 left = xStart,
                 top = rowHigh,
                 right = xStart + rowWidth,
                 bottom = rowLow,
                 xloc = xloc.bar_index,
                 bgcolor = rowColor,
                 border_color = color.new(rowColor, 100))
            array.push(profileBoxes, rowBox)

//────────────────────────────────────────────────────────────────────
// AMT logic: acceptance, rejection, rotation
//────────────────────────────────────────────────────────────────────
bool inValue = close >= val and close <= vah
bool aboveValue = close > vah
bool belowValue = close < val

bool acceptAbove = ta.lowest(close - vah, acceptBars) > 0
bool acceptBelow = ta.highest(close - val, acceptBars) < 0

bool valRejection = low <= val and close > val and close > open
bool vahRejection = high >= vah and close < vah and close < open
bool pocCrossUp = ta.crossover(close, poc)
bool pocCrossDown = ta.crossunder(close, poc)

//────────────────────────────────────────────────────────────────────
// Orderflow proxy: lower-timeframe buy/sell delta estimate + CVD
//────────────────────────────────────────────────────────────────────
[ltfOpen, ltfClose, ltfVolume] = request.security_lower_tf(
     syminfo.tickerid,
     lowerTf,
     [open, close, volume],
     ignore_invalid_timeframe = true)

float barDelta = 0.0
int intrabarCount = array.size(ltfClose)

if useLtfDelta and intrabarCount > 0
    for n = 0 to intrabarCount - 1
        float o = array.get(ltfOpen, n)
        float c = array.get(ltfClose, n)
        float v = array.get(ltfVolume, n)
        barDelta += c > o ? v : c < o ? -v : 0.0
else
    barDelta := close > open ? volume : close < open ? -volume : 0.0

bool cvdReset = switch cvdResetInput
    "Daily" => timeframe.change("D")
    "Weekly" => timeframe.change("W")
    => false

var float cvd = 0.0
cvd := cvdReset ? barDelta : nz(cvd[1]) + barDelta

float deltaAbsAvg = ta.ema(math.abs(barDelta), deltaLen)
float avgVol = ta.sma(volume, volLen)

bool bullFlow = barDelta > deltaAbsAvg * deltaMult and volume >= avgVol * volMult
bool bearFlow = barDelta < -deltaAbsAvg * deltaMult and volume >= avgVol * volMult

plot(barDelta, "Bar delta proxy", display = display.data_window)
plot(cvd, "CVD proxy", display = display.data_window)

//────────────────────────────────────────────────────────────────────
// Price action: market structure + engulfing + wick rejection
//────────────────────────────────────────────────────────────────────
float atr = ta.atr(atrLen)
float pivotHigh = ta.pivothigh(high, swingLen, swingLen)
float pivotLow = ta.pivotlow(low, swingLen, swingLen)

var float lastSwingHigh = na
var float lastSwingLow = na

if not na(pivotHigh)
    lastSwingHigh := pivotHigh

if not na(pivotLow)
    lastSwingLow := pivotLow

bool bosUp = not na(lastSwingHigh) and close > lastSwingHigh and close[1] <= lastSwingHigh
bool bosDown = not na(lastSwingLow) and close < lastSwingLow and close[1] >= lastSwingLow

bool bullEngulfing = close > open and close[1] < open[1] and close >= open[1] and open <= close[1]
bool bearEngulfing = close < open and close[1] > open[1] and close <= open[1] and open >= close[1]

float lowerWick = math.min(open, close) - low
float upperWick = high - math.max(open, close)

bool bullRejection = lowerWick >= atr * wickAtrMult and close > open
bool bearRejection = upperWick >= atr * wickAtrMult and close < open

plot(showStructure ? lastSwingHigh : na, "Last swing high", color = color.new(color.red, 65), style = plot.style_linebr)
plot(showStructure ? lastSwingLow : na, "Last swing low", color = color.new(color.lime, 65), style = plot.style_linebr)

//────────────────────────────────────────────────────────────────────
// Confluence score and signals
//────────────────────────────────────────────────────────────────────
int score = 0
score += close > vwapValue ? 1 : -1
score += aboveValue ? 1 : belowValue ? -1 : 0
score += bullFlow ? 1 : bearFlow ? -1 : 0
score += bosUp or bullEngulfing or bullRejection ? 1 : bosDown or bearEngulfing or bearRejection ? -1 : 0
score += cvd > cvd[1] ? 1 : cvd < cvd[1] ? -1 : 0

bool longTrigger = acceptAbove or valRejection or pocCrossUp or bosUp or bullEngulfing
bool shortTrigger = acceptBelow or vahRejection or pocCrossDown or bosDown or bearEngulfing

bool rawLong = enableSignals and score >= minScore and longTrigger
bool rawShort = enableSignals and score <= -minScore and shortTrigger

var int lastSignalBar = na
bool cooldownOk = na(lastSignalBar) or bar_index - lastSignalBar > cooldownBars

bool longSignal = rawLong and cooldownOk
bool shortSignal = rawShort and cooldownOk

if longSignal or shortSignal
    lastSignalBar := bar_index

plotshape(longSignal, "LONG signal", style = shape.labelup, text = "LONG", location = location.belowbar, color = color.new(color.lime, 0), textcolor = color.white, size = size.small)
plotshape(shortSignal, "SHORT signal", style = shape.labeldown, text = "SHORT", location = location.abovebar, color = color.new(color.red, 0), textcolor = color.white, size = size.small)

plotshape(valRejection, "VAL rejection", style = shape.triangleup, text = "VAL", location = location.belowbar, color = color.new(color.teal, 0), textcolor = color.white, size = size.tiny)
plotshape(vahRejection, "VAH rejection", style = shape.triangledown, text = "VAH", location = location.abovebar, color = color.new(color.orange, 0), textcolor = color.white, size = size.tiny)
plotshape(bullFlow, "Bull flow", style = shape.circle, location = location.belowbar, color = color.new(color.lime, 50), size = size.tiny)
plotshape(bearFlow, "Bear flow", style = shape.circle, location = location.abovebar, color = color.new(color.red, 50), size = size.tiny)

barcolor(showBarColor ? score >= minScore ? color.new(color.lime, 72) : score <= -minScore ? color.new(color.red, 72) : na : na)

//────────────────────────────────────────────────────────────────────
// Alerts
//────────────────────────────────────────────────────────────────────
alertcondition(longSignal, "Crypto AMT LONG", "Crypto AMT LONG on {{ticker}} {{interval}}")
alertcondition(shortSignal, "Crypto AMT SHORT", "Crypto AMT SHORT on {{ticker}} {{interval}}")
alertcondition(valRejection, "VAL bullish rejection", "VAL bullish rejection on {{ticker}} {{interval}}")
alertcondition(vahRejection, "VAH bearish rejection", "VAH bearish rejection on {{ticker}} {{interval}}")
alertcondition(bullFlow, "Strong bullish orderflow proxy", "Strong bullish orderflow proxy on {{ticker}} {{interval}}")
alertcondition(bearFlow, "Strong bearish orderflow proxy", "Strong bearish orderflow proxy on {{ticker}} {{interval}}")

//────────────────────────────────────────────────────────────────────
// Dashboard
//────────────────────────────────────────────────────────────────────
var table dash = table.new(position.top_right, 2, 9, border_width = 1)

if barstate.islast and showDashboard
    string biasText = score >= minScore ? "LONG BIAS" : score <= -minScore ? "SHORT BIAS" : "NEUTRAL"
    color biasColor = score >= minScore ? color.new(color.lime, 15) : score <= -minScore ? color.new(color.red, 15) : color.new(color.gray, 40)
    string locationText = aboveValue ? "ABOVE VALUE" : belowValue ? "BELOW VALUE" : inValue ? "IN VALUE" : "NA"
    string flowText = bullFlow ? "BULL DELTA" : bearFlow ? "BEAR DELTA" : "NORMAL"
    string paText = bosUp ? "BOS UP" : bosDown ? "BOS DOWN" : bullEngulfing ? "BULL ENGULF" : bearEngulfing ? "BEAR ENGULF" : bullRejection ? "BULL REJECT" : bearRejection ? "BEAR REJECT" : "NONE"

    table.cell(dash, 0, 0, "Crypto AMT Toolkit", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 0, biasText, text_color = color.white, bgcolor = biasColor)

    table.cell(dash, 0, 1, "Score", text_color = color.white, bgcolor = color.new(color.black, 30))
    table.cell(dash, 1, 1, str.tostring(score), text_color = color.white, bgcolor = color.new(color.black, 75))

    table.cell(dash, 0, 2, "Location", text_color = color.white, bgcolor = color.new(color.black, 30))
    table.cell(dash, 1, 2, locationText, text_color = color.white, bgcolor = color.new(color.black, 75))

    table.cell(dash, 0, 3, "POC", text_color = color.white, bgcolor = color.new(color.black, 30))
    table.cell(dash, 1, 3, formatPrice(poc), text_color = color.white, bgcolor = color.new(color.black, 75))

    table.cell(dash, 0, 4, "VAH / VAL", text_color = color.white, bgcolor = color.new(color.black, 30))
    table.cell(dash, 1, 4, formatPrice(vah) + " / " + formatPrice(val), text_color = color.white, bgcolor = color.new(color.black, 75))

    table.cell(dash, 0, 5, "VWAP", text_color = color.white, bgcolor = color.new(color.black, 30))
    table.cell(dash, 1, 5, formatPrice(vwapValue), text_color = color.white, bgcolor = color.new(color.black, 75))

    table.cell(dash, 0, 6, "Flow", text_color = color.white, bgcolor = color.new(color.black, 30))
    table.cell(dash, 1, 6, flowText, text_color = color.white, bgcolor = color.new(color.black, 75))

    table.cell(dash, 0, 7, "Delta", text_color = color.white, bgcolor = color.new(color.black, 30))
    table.cell(dash, 1, 7, formatVol(barDelta), text_color = color.white, bgcolor = color.new(color.black, 75))

    table.cell(dash, 0, 8, "PA", text_color = color.white, bgcolor = color.new(color.black, 30))
    table.cell(dash, 1, 8, paText, text_color = color.white, bgcolor = color.new(color.black, 75))

if barstate.islast and not showDashboard
    table.clear(dash, 0, 0, 1, 8)