DR/IDR

//@version=5
indicator('DR/IDR V1.4', overlay=true, max_lines_count=500, max_boxes_count=500, max_labels_count=500)
import PineCoders/VisibleChart/4 as PCchart

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TheMas7er and bmistiaen
// https://www.tradingview.com/script/upzvFFch-DR-IDR-V1/

// Input options
LS0='Solid', LS1='Dashed', LS2='Dotted'
BX0='DR', BX1='IDR'
XL0='Follow Time', XL1='Session End', XL2='ADR End', XL3='ODR End', XL4='RDR End'
STDLT0='Dynamic',STDLT1='Static'

// TIMEZONE = "America/New_York"
TIMEZONE = "Europe/Moscow"  // GMT + 3
ONE_HOUR = 3600*1000
ONE_DAY = 24*ONE_HOUR

// Inputs
// {
var GRP1 = "Time Settings"
//timings
exchangeOffset      = input.int(0,"Exchange Offset (hours)", group=GRP1)

regularTime         = input.session('0200-0300', 'RDR Time', group=GRP1)
regularExtend       = input.session('0300-1100', 'RDR Lines Time', group=GRP1)
//
afterTime           = input.session('1000-1100', 'ADR Time', group=GRP1)
afterExtend         = input.session('1100-1900', 'ADR Lines Time', group=GRP1)
//
overnightTime       = input.session('1800-1900', 'ODR Time', group=GRP1)
overnightExtend     = input.session('1900-0300', 'ODR Lines Time', group=GRP1)

// regularTime         = input.session('0930-1030', 'RDR Time', group=GRP1)
// regularExtend       = input.session('1030-1600', 'RDR Lines Time', group=GRP1)

// afterTime           = input.session('1930-2030', 'ADR Time', group=GRP1)
// afterExtend         = input.session('2030-0200', 'ADR Lines Time', group=GRP1)

// overnightTime       = input.session('0300-0400', 'ODR Time', group=GRP1)
// overnightExtend     = input.session('0400-0830', 'ODR Lines Time', group=GRP1)

var GRP2 = "General Settings"
//lines
showRegular         = input.bool(true, 'Regular', group=GRP2, inline='session', tooltip='Show Regular and/or After and/or Overnight session')
showAfter           = input.bool(true, 'After',                                   group=GRP2, inline='session')
showOvernight       = input.bool(true, 'Overnight',                               group=GRP2, inline='session')
drlines             = input.bool(true, 'Show DR Lines ?', group=GRP2)
idrlines            = input.bool(true, 'Show IDR Lines ?', group=GRP2)
middledrline        = input.bool(false, 'Show Middle DR Line ?', group=GRP2)
middleidrline       = input.bool(true, 'Show Middle IDR Line ?', group=GRP2)
openline            = input.bool(true, 'Show Opening Line ?',                     group=GRP2, inline='openline',      tooltip='Shows the Opening line of the Defining Range.\n- Extend: Extends the drawing of the Opening line into the RDR/ODR Lines Time.')
extendopLines       = input.bool(true, 'Extend',                                  group=GRP2, inline='openline') // Extend, follow price
extendopLinesType   = input.string(XL1, '', options=[XL0,XL1,XL2,XL3,XL4], group=GRP2, inline='openline')
showBackground      = input.bool(true, 'Show DR/IDR Box ?', group=GRP2)
boxType             = input.string(BX1, 'Box DR or IDR ?', options=[BX0,BX1], group=GRP2)
extenddrLines       = input.bool(true, 'Extend DR Lines ?', group=GRP2)
extendidrLines      = input.bool(true, 'Extend IDR Lines ?', group=GRP2)
showAllHistory      = input.bool(false, 'Show complete history ?', 'Might cause a slight drawing delay when panning/moving/zooming the chart.', group=GRP2)
useBoxColors        = input.bool(false, 'Box color based on open and close', 'If unchecked, it will default to the selected Box Background Color', group=GRP2)
extendToEndOfRDR    = input.bool(false, 'Extend lines of all ranges to end of most recent Regular session?', group=GRP2)
showStdLines        = input.bool(false, 'Show STD Lines ?',                        group=GRP2, inline='stdlines',      tooltip='Shows the Standard Deviation lines in 0.5 IDR range increments.\n- All = Shows all the STD lines on previous sessions.\n- Labels = Show STD level labels.\n- Dropdown = Choose between Dynamic or Static STD lines.')
showStdLinesAll             = input.bool(true, 'All',                                     group=GRP2, inline='stdlines')
showStdLineLabels           = input.bool(true, 'Labels',                                  group=GRP2, inline='stdlines')
stdLineType                 = input.string(STDLT1, '', [STDLT0,STDLT1],                   group=GRP2, inline='stdlines')
stdLineDynamicExtraPos      = input.int(0, 'Dynamic (+)', minval=0,                       group=GRP2, inline='stdlinedynamic', tooltip='Dynamic STD Lines.\nDynamically draw STD lines around price action. Progresses with price.\n- (+) = Number of positive extra levels to draw in addition to the lines that are automatically drawn around price action.\n- (-) = Number of negative extra levels to draw in addition to the lines that are automatically drawn around price action.\n- Auto = Automatically determine number of STD lines that need to be drawn. Follows price action.')
stdLineDynamicExtraNeg      = input.int(0, '(-)',         minval=0,                       group=GRP2, inline='stdlinedynamic')
stdLineDynamicExtraAuto     = input.bool(false, 'Auto',                                   group=GRP2, inline='stdlinedynamic')
stdLineStaticExtraPos       = input.int(10, 'Static (+)',  minval=0,                       group=GRP2, inline='stdlinestatic', tooltip='Static STD Lines.\nDraws a fixed number of STD lines.\n- (+) = Number of positive levels to draw.\n- (-) = Number of negative levels to draw.')
stdLineStaticExtraNeg       = input.int(10, '(-)',         minval=0,                       group=GRP2, inline='stdlinestatic')


var GRP3 = "Styles"
linesWidth          = input.int(1, 'Box And Lines Width ?', minval=1, maxval=4, group=GRP3)
drLineColor         = input.color(color.gray, 'DR Line Color', group=GRP3, inline='drline')
drLineStyle         = input.string(LS0, 'Style', options=[LS0,LS1,LS2], group=GRP3, inline='drline')
idrLineColor        = input.color(color.yellow, 'IDR Line Color', group=GRP3, inline='idrline')
idrLineStyle        = input.string(LS1, 'Style', options=[LS0,LS1,LS2], group=GRP3, inline='idrline')
middleLineColor     = input.color(color.gray, 'Middle Line Color', group=GRP3, inline='midline')
middleLineStyle     = input.string(LS2, 'Style', options=[LS0,LS1,LS2], group=GRP3, inline='midline')
opLineColor         = input.color(color.green, 'Opening Line',                  group=GRP3, inline='openline',      tooltip='Opening line:\n- Color\n- Style\n- Width')
opLineStyle         = input.string(LS2, '', options=[LS0,LS1,LS2],                group=GRP3, inline='openline')
stdLineColor        = input.color(color.gray, 'STD Lines',                  group=GRP3, inline='stdline',      tooltip='Standard deviation lines:\n- Color\n- Style\n- Width')
stdLineStyle        = input.string(LS2, '', options=[LS0,LS1,LS2],                group=GRP3, inline='stdline')
backgroundColor     = input.color(color.new(color.gray, 75), 'Box Background Color', group=GRP3)
boxBorderSize       = input.int(0, title="Box border size", minval=0, group=GRP3)
upBoxColor          = input.color(color.new(color.green, 85), 'Up box', group=GRP3, inline='upbox')
upBorderColor       = input.color(color.green, 'border', group=GRP3, inline='upbox')
downBoxColor        = input.color(color.new(color.yellow, 85), 'Down box', group=GRP3, inline='downbox')
downBorderColor     = input.color(color.yellow, 'border', group=GRP3, inline='downbox')
// } Inputs


// Constants
// {
exchangeOffsetMS = exchangeOffset * 3600000
// } Constants


// Variables {
var int     startTime           = na
var int     endTime             = na
var string  currentSession      = na

var line    lowrdrl             = na
var line    highrdrl            = na
var line    lowridrl            = na
var line    highridrl           = na
var line    leftrdrl            = na
var line    rightrdrl           = na
var line    middlerdrl          = na
var line    middleridrl         = na
var line    drLineOpen          = na
var box     bgBox               = na

var line[] stdLines                                 = array.new<line>()
var float[] stdLevels                               = array.new<float>()
var label[] stdLabels                               = array.new<label>()

var float   rdrlow              = na
var float   rdrhigh             = na
var float   ridrlow             = na
var float   ridrhigh            = na
var float   rdrmiddle           = na
var float   ridrmiddle          = na
var float   sessionOpen         = na

var float   regidrlow             = na
var float   regidrhigh            = na
var float   sessionHigh                             = na
var float   sessionLow                              = na
var int     stdLinesStartTime                       = na
var int     stdLinesStopTime                        = na

var bool    use_m5              = false
// } Variables


// Functions {
f_insession(_session) =>
    not na(time(timeframe.period, _session, TIMEZONE))

f_timestrToHM(_timeStr) =>
    var int     hourInt   = na
    var int     minuteInt = na
    if str.length(_timeStr) == 4
        hourInt   := int(str.tonumber(str.substring(_timeStr, 0, 2)))
        minuteInt := int(str.tonumber(str.substring(_timeStr, 2, 4)))
    [hourInt, minuteInt]

f_sessionTime(_session, _timezone=syminfo.timezone, _part) =>
    var int ts = na
    if str.length(_session) == 9 and (_part == 0 or _part == 1)
        arraySessionSplit = str.split(_session, '-')
        timeStrTo          = array.get(arraySessionSplit, _part)
        [hourTo, minuteTo] = f_timestrToHM(timeStrTo)
        ts := timestamp(_timezone, year, month, dayofmonth, hourTo, minuteTo)
    ts

f_sessionStartTime(_session, _timezone=syminfo.timezone) => f_sessionTime(_session, _timezone, 0)
f_sessionStopTime(_session, _timezone=syminfo.timezone)  => f_sessionTime(_session, _timezone, 1)
f_timestamp_to_date(int _ts = na, string _tz = na) => timestamp(_tz, year(_ts, _tz), month(_ts, _tz), dayofmonth(_ts, _tz))

f_lineStyle(_inputOption) =>
    switch(_inputOption)
        LS0 => line.style_solid
        LS1 => line.style_dashed
        LS2 => line.style_dotted
        => line.style_solid

f_newline(_color, _style) => line.new(na, na, na, na, xloc=xloc.bar_time, color=_color, style=_style, width=linesWidth)
f_newdrline()   => f_newline(drLineColor, f_lineStyle(drLineStyle))
f_newidrline()  => f_newline(idrLineColor, f_lineStyle(idrLineStyle))
f_newmdline()   => f_newline(middleLineColor, f_lineStyle(middleLineStyle))
f_newopline()   => f_newline(opLineColor, f_lineStyle(opLineStyle))
f_newstdine()   => f_newline(stdLineColor, f_lineStyle(stdLineStyle))


f_newbox()      => box.new(na, na, na, na, xloc=xloc.bar_time, bgcolor=backgroundColor, border_width=boxBorderSize)

f_moveLine(_line, _x1, _y, _x2) => line.set_xy1(_line, _x1 + exchangeOffsetMS, _y), line.set_xy2(_line, _x2 + exchangeOffsetMS, _y), _line

f_movebox(_box, _left, _top, _right, _bottom, _bordercolor, _bgcolor) => box.set_lefttop(_box, _left + exchangeOffsetMS, _top), box.set_rightbottom(_box, _right + exchangeOffsetMS, _bottom), box.set_border_color(_box, _bordercolor), box.set_bgcolor(_box, _bgcolor)

f_newLabel() => label.new(na, na, '', xloc = xloc.bar_time, yloc=yloc.price, style=label.style_label_left, color=color(na), textcolor=stdLineColor)
f_moveLabel(_label, _x, _y, _text) =>
    label.set_xy(_label, _x, _y)
    label.set_text(_label, _text)
    _label

f_drawStdLine(_fromTime, _toTime, _level, float _stdLabelValue=na) =>
    if not na(_level)
        if not array.includes(stdLevels, _level)
            array.push(stdLevels, _level)
            array.push(stdLines, f_moveLine(f_newstdine(), _fromTime, _level, _toTime))
            if showStdLineLabels
                array.push(stdLabels, f_moveLabel(f_newLabel(), _toTime, _level, str.format('{0}',_stdLabelValue)))


f_drawStdLines(_fromTime, _toTime, bool _clear = false) =>
    var float   stdStepFactor   = 0.5
    var float   stdStep         = na
    var float   stdLevel        = na
    var float   stdLabelValue   = na
    var int     nrLevels        = na
    var int     nrLevelsPos     = na
    var int     nrLevelsNeg     = na

    if _clear and not showStdLinesAll and array.size(stdLevels) > 0
        // If we don't need to show all the lines, delete them each time we clear. If we do need to show all the previous lines, don't delete them.
        for tmpIndex = 0 to array.size(stdLines)-1
            line.delete(array.get(stdLines, tmpIndex))
            if showStdLineLabels
                label.delete(array.get(stdLabels, tmpIndex))

    if _clear
        array.clear(stdLevels)
        array.clear(stdLines)
        if showStdLineLabels
            array.clear(stdLabels)

    stdStep := math.abs(regidrhigh-regidrlow)  * stdStepFactor

    if stdStep != 0

        switch stdLineType
            STDLT0 =>
                nrLevelsPos := math.ceil(math.max(sessionHigh - regidrhigh, 0) / stdStep) + (stdLineDynamicExtraAuto ? 0 : stdLineDynamicExtraPos)
                nrLevelsNeg := math.ceil(math.max(regidrlow - sessionLow, 0)   / stdStep) + (stdLineDynamicExtraAuto ? 0 : stdLineDynamicExtraNeg)
            STDLT1 =>
                nrLevelsPos := stdLineStaticExtraPos
                nrLevelsNeg := stdLineStaticExtraNeg

        // Positive lines
        if nrLevelsPos >= 1
            for cnt = 1 to nrLevelsPos
                stdLevel      := regidrhigh + (cnt * stdStep)
                stdLabelValue := cnt * stdStepFactor
                f_drawStdLine(_fromTime, _toTime, stdLevel, stdLabelValue)

        // Negative lines
        if nrLevelsNeg >= 1
            for cnt = 1 to nrLevelsNeg
                stdLevel      := regidrlow - (cnt * stdStep)
                stdLabelValue := cnt * (-stdStepFactor)
                f_drawStdLine(_fromTime, _toTime, stdLevel, stdLabelValue)

// } Functions

// Use the 5 minute timeframe if the chart timeframe is lower than 5m
if barstate.isfirst
    use_m5 := timeframe.in_seconds() < 300

[m5_open, m5_high, m5_low, m5_close] = request.security(syminfo.tickerid, '5', [open, high, low, close], lookahead = barmerge.lookahead_on)

open_value  = use_m5 ? m5_open  : open
high_value  = use_m5 ? m5_high  : high
low_value   = use_m5 ? m5_low   : low
close_value = use_m5 ? m5_close : close

inRegularSession    = f_insession(regularTime)     and showRegular
inRegularExtend     = f_insession(regularExtend)   and showRegular
inAfterSession      = f_insession(afterTime)       and showAfter
inAfterExtend       = f_insession(afterExtend)     and showAfter
inOvernightSession  = f_insession(overnightTime)   and showOvernight
inOvernightExtend   = f_insession(overnightExtend) and showOvernight

inSession           = inRegularSession or inOvernightSession or inAfterSession
inExtend            = inRegularExtend  or inOvernightExtend  or inAfterExtend

enterSession        = inSession and not inSession[1]
enterExtend         = inExtend  and not inExtend[1]

leaveRegularSession     = not  inRegularSession  and     inRegularSession[1]
enterRegularExtend      =      inRegularExtend   and not inRegularExtend[1]


if timeframe.isintraday and (PCchart.barIsVisible() or not showAllHistory)
    if enterSession
        currentSession := inRegularSession ? regularTime : inOvernightSession ? overnightTime : inAfterSession ? afterTime : na
    else if enterExtend
        currentSession := inRegularExtend ? regularExtend : inOvernightExtend ? overnightExtend : inAfterExtend ? afterExtend : na

    if inSession

        // Initialize levels
        if not inSession[1]
            startTime   := time
            sessionOpen := open_value
            rdrhigh     := high_value
            rdrlow      := low_value
            ridrlow     := math.min(open_value, close_value)
            ridrhigh    := math.max(open_value, close_value)

            // Initialize drawing objects
            if showBackground
                bgBox       := f_newbox()

            if drlines
                highrdrl    := f_newdrline()
                lowrdrl     := f_newdrline()

            if idrlines
                highridrl   := f_newidrline()
                lowridrl    := f_newidrline()

            if middledrline
                middlerdrl  := f_newmdline()

            if middleidrline
                middleridrl := f_newmdline()

            if openline
                drLineOpen    := f_newopline()

        // Calculate levels
        rdrhigh     := math.max(high_value, rdrhigh)
        rdrlow      := math.min(low_value, rdrlow)
        ridrhigh    := math.max(open_value, close_value, ridrhigh)
        ridrlow     := math.min(open_value, close_value, ridrlow)
        rdrmiddle   := math.avg(rdrhigh, rdrlow)
        ridrmiddle  := math.avg(ridrhigh, ridrlow)

    if leaveRegularSession
        regidrhigh := ridrhigh
        regidrlow  := ridrlow
        if inRegularExtend
            stdLinesStartTime := f_sessionStartTime(regularExtend, TIMEZONE)
            stdLinesStopTime :=  f_sessionStopTime(overnightExtend, TIMEZONE) + ONE_DAY * (dayofweek == dayofweek.friday and syminfo.type != 'crypto' ? 3 : 1)

    if enterRegularExtend
        // Initialize session high/low.
        sessionHigh := high_value
        sessionLow  := low_value

    // Remember high/low since session started. Needed for drawing STD levels. Also keep high low beyond Extend.
    sessionHigh     := math.max(sessionHigh, high_value)
    sessionLow      := math.min(sessionLow,  low_value)

    // Draw objects
    if showBackground and inSession
        boxUp               = close_value > sessionOpen
        boxBorderColor      = useBoxColors ? (boxUp ? upBorderColor : downBorderColor) : backgroundColor
        boxBackgroundColor  = useBoxColors ? (boxUp ? upBoxColor    : downBoxColor)    : backgroundColor
        boxHigh             = boxType==BX0 ? rdrhigh : ridrhigh
        boxLow              = boxType==BX0 ? rdrlow  : ridrlow
        f_movebox(bgBox, startTime, boxHigh, time, boxLow, boxBorderColor, boxBackgroundColor)

    if extendToEndOfRDR
        if syminfo.type == 'warrant' or syminfo.type == 'structured' or syminfo.type == 'right'
            endTime := time
        else if time > (timenow - 2 * ONE_DAY) // no need to call functions every bar. Only start checking 2 days ago.
            if f_timestamp_to_date(f_sessionStopTime(currentSession, TIMEZONE), TIMEZONE) == f_timestamp_to_date(timenow, TIMEZONE)  //timenow_date
                endTime := f_sessionStopTime(regularExtend, TIMEZONE)
            else
                endTime := time
        else
            endTime := time
    else
        endTime := time

    if drlines and (inSession or (extenddrLines and inExtend))
        f_moveLine(highrdrl, startTime, rdrhigh, endTime)
        f_moveLine(lowrdrl,  startTime, rdrlow,  endTime)
        if middledrline
            f_moveLine(middlerdrl, startTime, rdrmiddle, endTime)

    if idrlines and (inSession or (extendidrLines and inExtend))
        f_moveLine(highridrl, startTime, ridrhigh, endTime)
        f_moveLine(lowridrl,  startTime, ridrlow,  endTime)
        if middleidrline
            f_moveLine(middleridrl, startTime, ridrmiddle, endTime)

    if openline and (inSession or (extendopLines and inExtend))
        f_moveLine(drLineOpen, startTime, sessionOpen, endTime)

    if showStdLines
        f_drawStdLines(stdLinesStartTime, stdLinesStopTime, enterRegularExtend)