Dynamic Liquidity HeatMap Profile [BigBeluga]

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © BigBeluga

//@version=6
indicator("Dynamic Liquidity HeatMap Profile [BigBeluga]", overlay = true, max_lines_count = 500, max_bars_back = 2000, max_boxes_count = 500)

// ＩＮＰＵＴＳ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
lookBack = input.int(300, "Calculated Bars")
displPf  = input.bool(true, "Profile", group = "Profile")
bins     = input.int(50, "Resolution", group = "Profile")
resolution = 100

color sellColor = input.color(color.blue, "Sell Liquidity")
color buyColor  = input.color(color.lime, "Buy  Liquidity")
bool  poc       = input.bool(true, "", inline = "maxp")
color maxColor  = input.color(color.orange, "Max Point Liquidity", inline = "maxp")


var boxes       = array.new<box>()
var labels      = array.new<label>()
var lines       = array.new<line>()

var volume_bins = array.new<float>(bins, 0.)
h_l         = array.new<float>()


type pivot 
    float value 
    int   index
    float volume_
    float vol
    bool isLower
    
var pivots = array.new<pivot>()


// ＣＡＬＣＵＬＡＴＩＯＮＳ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
h = ta.highest(2)
l = ta.lowest(2)

volumeArr = array.new_float(lookBack)

vol  = math.sum(volume, 10)

for i = 0 to lookBack-1
    volumeArr.set(i, vol[i])

nVol   = vol / volumeArr.max() * 100
atr    = ta.atr(5) / 50
offset = ta.highest(atr * nVol, lookBack)

for i = 0 to lookBack-1

    h_l.push(high[i]+offset[i])
    h_l.push(low[i]-offset[i])


if last_bar_index - bar_index < lookBack

    top = h_l.max()
    bot = h_l.min()


    step = (top-bot)/resolution

    level1 = high + atr * nVol
    level2 = low  - atr * nVol


    if h == high 
        for i = 0 to resolution - 1
            lower = bot + step * i
            mid   = lower + step/2

            if math.abs(level1 - mid) <= step
                pivots.push(pivot.new(mid, bar_index, nVol, vol, false))

    if l == low 
        for i = 0 to resolution - 1
            lower = bot + step * i
            mid   = lower + step/2

            if math.abs(level2 - mid) <= step
                pivots.push(pivot.new(mid  - atr * nVol, bar_index, nVol, vol, true))


    if pivots.size() > 0
        for p in pivots 

            y = p.value
            x = p.index
            isLow = p.isLower

            if isLow and low < y 
                pivots.remove(pivots.indexof(p))

            if not isLow and high > y 
                pivots.remove(pivots.indexof(p))
// }


// ＰＬＯＴ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
if barstate.islast

    if lines.size() > 0
        for ln in lines 
            ln.delete()


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

    step = (h_l.max() - h_l.min()) / bins 
    

    for j = 0 to bins-1
        volume_bins.set(j, 0)
   
    if pivots.size() > 0
        for i = 0 to pivots.size() - 1
            lvl     = pivots.get(i)
            vol_    = lvl.vol
            line_y  = lvl.value
            
            for j = 0 to bins-1
                lower = h_l.min() + step * j
                mid   = lower + step/2
                upper = lower + step

                if math.abs(line_y-mid) < step
                    volume_bins.set(j, volume_bins.get(j) + vol_)

        for j = 0 to bins-1
            lower    = h_l.min() + step * j
            upper    = lower + step
            mid      = lower + step/2
            voll     = volume_bins.get(j)
            valueVol = voll / volume_bins.max() * 50
            col      = close > mid ? buyColor : sellColor
            m_col    = color.from_gradient(voll, volume_bins.min(), volume_bins.max(), color.new(col, 80), color.new(col, 0))
            m_col1   = color.from_gradient(voll, volume_bins.min(), volume_bins.max(), color.new(col, 50), color.new(col, 0))
            if not (close < upper and close > lower)

                if displPf and (valueVol != 0)

                    boxes.push(
                                     box.new(bar_index+20, upper, bar_index+20+int(valueVol), lower
                                     , bgcolor      = voll == volume_bins.max() and poc ? maxColor : m_col
                                     , border_color = chart.bg_color
                                     , text         = voll > volume_bins.avg() ? str.tostring(voll, format.volume) : ""
                                     , text_halign  = text.align_left)
                                     )
                    
                    boxes.push(
                                     box.new(bar_index+20, upper, bar_index+5, lower
                                     , text = str.tostring(valueVol*2, format.percent)
                                     , bgcolor = color(na)
                                     , border_color = color(na)
                                     , text_color = voll == volume_bins.max() ? maxColor : m_col1)
                                     )


                var start = 0
                isLower = close > mid

                for i = 0 to lookBack - 1
                    if isLower 
                        if low[i] < mid 
                            start := bar_index - i
                            break
                        if i == lookBack - 1
                            start := bar_index - i
                            break
                    else
                        if high[i] > mid 
                            start := bar_index - i
                            break
                        if i == lookBack - 1
                            start := bar_index - i
                            break

                color = voll == volume_bins.max() and poc ? maxColor : color.from_gradient(valueVol, 0, 50, color(na), isLower ? color.new(buyColor, 30) : color.new(sellColor, 30))

                lines.push(line.new(start+3, mid, bar_index+5, mid, width = int(valueVol/5), color = color))
// }