Filtered Volume Markers

// Copyright 2025 Major Hayden
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
//     http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
//
//@version=6
indicator('Filtered Volume Markers', shorttitle = 'Vol Markers', overlay = true, dynamic_requests = true)

// Time filtering inputs (must match main indicator settings)
startHour = input.int(10, 'Start Hour', minval = 0, maxval = 23, group = 'Volume Filtering Hours (NYC Time)', tooltip = 'Only volume within these hours will be included in the filtered percentage calculation')
startMinute = input.int(30, 'Start Minute', minval = 0, maxval = 59, group = 'Volume Filtering Hours (NYC Time)')
endHour = input.int(15, 'End Hour', minval = 0, maxval = 23, group = 'Volume Filtering Hours (NYC Time)')
endMinute = input.int(00, 'End Minute', minval = 0, maxval = 59, group = 'Volume Filtering Hours (NYC Time)')

// Color zone thresholds (must match main indicator)
lowThreshold = input.float(30.0, 'Low Threshold (%)', minval = 0.0, maxval = 100.0, tooltip = 'Percentage below this will be colored red')
highThreshold = input.float(70.0, 'High Threshold (%)', minval = 0.0, maxval = 100.0, tooltip = 'Percentage above this will be colored green')

// Marker settings
showGreenMarkers = input.bool(true, 'Show Green Markers', tooltip = 'Show markers when filtered volume > high threshold')
showRedMarkers = input.bool(true, 'Show Red Markers', tooltip = 'Show markers when filtered volume < low threshold')

// Function to check if a time is within trading hours (NYC time)
isTimeInRange(t) =>
    barHour = hour(t, 'America/New_York')
    barMinute = minute(t, 'America/New_York')

    // Convert times to minutes for easier comparison
    barTimeInMinutes = barHour * 60 + barMinute
    startTimeInMinutes = startHour * 60 + startMinute
    endTimeInMinutes = endHour * 60 + endMinute

    // Check if bar is within the time range
    barTimeInMinutes >= startTimeInMinutes and barTimeInMinutes <= endTimeInMinutes

// Calculate filtered and unfiltered volume based on timeframe
filteredVolume = 0.0
unfilteredVolume = 0.0

if timeframe.isintraday
    // For intraday charts, just check the current bar's time (no lower TF lookup needed)
    nycTime = time('', 'America/New_York')
    filteredVolume := isTimeInRange(nycTime) ? volume : 0
    unfilteredVolume := volume
else
    // For daily or higher timeframes, fetch lower timeframe data (30-min bars for performance)
    volArray = request.security_lower_tf(syminfo.tickerid, '30', volume)
    timeArray = request.security_lower_tf(syminfo.tickerid, '30', time)

    float sessionVol = 0.0
    float totalVol = 0.0

    if array.size(volArray) > 0
        for i = 0 to array.size(volArray) - 1
            barVol = array.get(volArray, i)
            barTime = array.get(timeArray, i)
            totalVol += barVol
            if isTimeInRange(barTime)
                sessionVol += barVol

    filteredVolume := sessionVol
    unfilteredVolume := totalVol

// Calculate percentage (handle division by zero)
volumePercentage = unfilteredVolume > 0 ? filteredVolume / unfilteredVolume * 100 : 0.0

// Detect if we've reached the filter start time yet (to avoid showing red before filter starts)
hasReachedFilterStart = true  // Default to true
if timeframe.isintraday
    // For intraday, check if current bar time is past the start time
    nycTime = time('', 'America/New_York')
    barHour = hour(nycTime, 'America/New_York')
    barMinute = minute(nycTime, 'America/New_York')
    barTimeInMinutes = barHour * 60 + barMinute
    startTimeInMinutes = startHour * 60 + startMinute
    hasReachedFilterStart := barTimeInMinutes >= startTimeInMinutes
else
    // For daily+, check if any lower TF bar has reached or passed the start time
    timeArray = request.security_lower_tf(syminfo.tickerid, '30', time)
    if array.size(timeArray) > 0
        lastBarTime = array.get(timeArray, array.size(timeArray) - 1)
        lastBarTimeInMinutes = hour(lastBarTime, 'America/New_York') * 60 + minute(lastBarTime, 'America/New_York')
        startTimeInMinutes = startHour * 60 + startMinute
        hasReachedFilterStart := lastBarTimeInMinutes >= startTimeInMinutes

// Determine conditions for markers (only show red after filter start time)
isGreen = volumePercentage > highThreshold
isRed = hasReachedFilterStart and volumePercentage < lowThreshold

// Plot markers below the bar
plotshape(showGreenMarkers and isGreen, title = 'High Quality Volume', style = shape.circle, location = location.belowbar, color = color.green, size = size.auto)
plotshape(showRedMarkers and isRed, title = 'Low Quality Volume', style = shape.circle, location = location.belowbar, color = color.red, size = size.auto)