FX Market Sessions

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © boitoki

//@version=5
indicator('FX Market Sessions', overlay=true, max_boxes_count=500, max_labels_count=500, max_lines_count=500, max_bars_back=1000)

import boitoki/AwesomeColor/2 as ac

///////////////
// Groups
///////////////
g1 = '♯1 Session'
g2 = '♯2 Session'
g3 = '♯3 Session'
g4 = 'Box'
g6 = 'Labels'
g5 = 'Opening range'
g7 = 'Fibonacci levels'
YES = 'Yes'
YES_PRICE = 'Price'
YES_PIPS = 'Pips'
NO = 'No'

t_extend_option1 = 'Extend'

///////////////
// Defined
///////////////
bool show = timeframe.isintraday and timeframe.multiplier <= 60 and timeframe.multiplier >= 1
int lookback = 12 * 60
color nonecolor = color.new(color.black, 100)
float pips = syminfo.mintick * 10

///////////////
// Inputs
///////////////
// Timezone
i_tz = input.string('GMT+1', title='Timezone', tooltip='e.g. \'America/New_York\', \'Asia/Tokyo\', \'GMT-4\', \'GMT+9\'...', group='General')
i_show_history = input.string(YES, 'History', options=[YES, NO], group="General") == YES

// Oscillator mode
i_osc = input.bool(false, 'Oscillator', inline='osc', group='General')
i_osc_min = input.float(0, '', inline='osc', group='General')
i_osc_max = input.float(100, '~', inline='osc', group='General')

// Sessions
i_show_sess1 = input.bool(true, 'Session 1: ', group=g1, inline='session1_1') and show
i_sess1_label = input.string('London', ' ', group=g1, inline='session1_1')
i_sess1_color = input.color(#66D9EF, ' ', group=g1, inline='session1_1')
i_sess1 = input.session('0800-1600', 'Time', group=g1)
i_sess1_extend = input.string(NO, t_extend_option1, options=[NO, t_extend_option1], group=g1)
i_sess1_fib = input.string(NO, 'Fibonacci levels', group=g1, options=[YES, NO]) != NO
i_sess1_op = input.string(NO, 'Opening range', group=g1, options=[YES, NO]) != NO and show

i_show_sess2 = input.bool(true, 'Session 2: ', group=g2, inline='session2_1') and show
i_sess2_label = input.string('New York', ' ', group=g2, inline='session2_1')
i_sess2_color = input.color(#FD971F, ' ', group=g2, inline='session2_1')
i_sess2 = input.session('1300-2200', 'Time', group=g2)
i_sess2_extend = input.string(NO, t_extend_option1, options=[NO, t_extend_option1], group=g2)
i_sess2_fib = input.string(NO, 'Fibonacci levels', group=g2, options=[YES, NO]) != NO
i_sess2_op = input.string(NO, 'Opening range', group=g2, options=[YES, NO]) != NO and show

i_show_sess3 = input.bool(true, 'Session 3: ', group=g3, inline='session3_1') and show
i_sess3_label = input.string('Tokyo', ' ', group=g3, inline='session3_1')
i_sess3_color = input.color(#AE81FF, ' ', group=g3, inline='session3_1')
i_sess3 = input.session('0000-0900', 'Time', group=g3)
i_sess3_extend = input.string(NO, t_extend_option1, options=[NO, t_extend_option1], group=g3)
i_sess3_fib = input.string(NO, 'Fibonacci levels', group=g3, options=[YES, NO]) != NO
i_sess3_op = input.string(NO, 'Opening range', group=g3, options=[YES, NO]) != NO and show

// Show & Styles
i_sess_border_style = input.string(line.style_dashed, 'Style', options=[line.style_solid, line.style_dotted, line.style_dashed], group=g4)
i_sess_border_width = input.int(1, 'Thickness', minval=0, group=g4)
i_sess_bgopacity = input.int(94, 'Transp', minval=0, maxval=100, step=1, group=g4, tooltip='Setting the 100 is no background color')

// Labels
i_label_show = input.bool(true, 'Show labels', inline='label_show', group=g6) and show
i_label_size = str.lower(input.string('Normal', '', options=['Auto', 'Tiny', 'Small', 'Normal', 'Large', 'Huge'], inline='label_show', group=g6))
i_label_position_y = str.lower(input.string('Top', 'Position', options=['Top', 'Bottom'], inline='label_position', group=g6))
i_label_position_s = str.lower(input.string('Outside', '', options=['Inside', 'Outside'], inline='label_position', group=g6))
i_label_chg = input.string(NO, "Change value", options=[NO, YES_PRICE, YES_PIPS], group=g6)

// Fibonacci levels
i_f_linestyle = input.string(line.style_solid, title="Style", options=[line.style_solid, line.style_dotted, line.style_dashed], group=g7)
i_f_linewidth = input.int(1, title="Thickness", minval=1, group=g7)

// Opening range
i_o_minutes = input.int(15, title='Periods (minutes)', minval=1, step=1, group=g5)
i_o_transp = input.int(88, title='Transp', minval=0, maxval=100, step=1, group=g5)


// Alerts
i_alert1_show = input.bool(false, 'Alerts - Sessions stard/end', group='Alerts visualized')
i_alert2_show = input.bool(false, 'Alerts - Opening range breakouts', group='Alerts visualized')
i_alert3_show = input.bool(false, 'Alerts - Price crossed session\'s High/Low after session closed', group='Alerts visualized')


// Variables
icon_closed = '⚀'
icon_separator = ' • '

f_price = '{0,number,#.#####}'
f_pip = '{0,number,#.#}'

///////////////
// Functions
///////////////
get_time_by_bar(bar_count) => timeframe.multiplier * bar_count * 60 * 1000

get_period (_session, _start, _lookback) =>
    result = math.max(_start, 1)
    for i = result to _lookback
        if na(_session[i+1]) and _session[i]
            result := i
            break
    result

is_start (_session) => na(_session[1]) and _session

is_end (_session) => na(_session) and _session[1]


// ------------------------
// Drawing progress
// ------------------------
// [├, ┤, ∅, •]
draw_progress (_show, _session, _is_started, _is_ended, _color, _top, _bottom, _delete_history) =>
    var label my_label = na

    if _show
        if _is_started
            my_label := label.new(time, _bottom, '', textcolor=color.new(_color, 10), style=label.style_label_lower_right, color=nonecolor, xloc=xloc.bar_time, size=size.small)
            
            if _delete_history
                label.delete(my_label[1])

        if _session
            label.set_y(my_label, _bottom)
            label.set_x(my_label, time)
        
        if _is_ended
            label.set_text(my_label, icon_closed)
            label.set_x(my_label, time)

// ------------------------
// Drawing labels
// ------------------------
draw_label (_show, _session, _is_started, _color, _top, _bottom, _text, _delete_history) =>
    var label my_label = na
    label_text = array.new_string()
    label_y = i_label_position_y == 'top' ? _top : _bottom
    label_style = i_label_position_y == 'top'
      ? i_label_position_s == 'outside' ? label.style_label_lower_left : label.style_label_upper_left
      : i_label_position_s == 'outside' ? label.style_label_upper_left : label.style_label_lower_left
    
    if not na(_text)
        array.push(label_text, _text)

    chg = _top - _bottom
    chg_text = i_label_chg == YES_PRICE 
      ? str.format(f_price, chg)
      : str.format(f_pip, chg / pips) + ' pips'

    if i_label_chg != NO
        array.push(label_text, chg_text)

    if _show
        if _is_started
            my_label := label.new(time, label_y, array.join(label_text, icon_separator), textcolor=_color, color=nonecolor, size=i_label_size, style=label_style, xloc=xloc.bar_time)
            
            if _delete_history
                label.delete(my_label[1])

        if _session
            label.set_y(my_label, label_y)
            label.set_text(my_label, array.join(label_text, icon_separator))

// ------------------------
// Drawing Fibonacci levels
// ------------------------
draw_fib (_show, _session, _is_started, _x1, _x2, _color, _top, _bottom, _level, _width, _style, _is_extend, _delete_history) =>
    var line my_line = na

    if _show
        y = (_top - _bottom) * _level + _bottom

        if _is_started
            my_line := line.new(_x1, y, _x2, y, width=_width, color=color.new(_color, 30), style=_style)

            if _is_extend
                line.set_extend(my_line, extend.right)

            if _delete_history
                line.delete(my_line[1])

        if _session
            line.set_y1(my_line, y)
            line.set_y2(my_line, y)


// ------------------------
// Drawing Opening range
// ------------------------
draw_op (_show, _session, _is_started, _x1, _x2, _color, _max, _is_extend, _delete_history) =>
    var int start_time = na
    var box my_box = na
    top = ta.highest(high, _max)
    bottom = ta.lowest(low, _max)
    is_crossover = ta.crossover(close, box.get_top(my_box))
    is_crossunder = ta.crossunder(close, box.get_bottom(my_box))
    
    if _show
        if _is_started
            start_time := time
            my_box := na

            if _delete_history
                box.delete(my_box[1])

        if _session
            time_op = start_time + (i_o_minutes * 60 * 1000)
            
            if time >= time_op and time < time_op + get_time_by_bar(1)
                my_box := box.new(_x1, top, _x2, bottom, border_width=0, bgcolor=color.new(_color, i_o_transp))

                if _is_extend
                    box.set_extend(my_box, extend.right)
                    my_box

            else
                //box.set_right(my_box, bar_index + 1)

                if is_crossover
                    alert('Price crossed over the opening range', alert.freq_once_per_bar)

                    if i_alert2_show
                        label.new(bar_index, box.get_top(my_box), "×", color=color.blue, textcolor=ac.tradingview('blue'), style=label.style_none, size=size.large)

                if is_crossunder
                    alert('Price crossed under the opening range', alert.freq_once_per_bar)

                    if i_alert2_show
                        label.new(bar_index, box.get_bottom(my_box), "×", color=color.red, textcolor=ac.tradingview('red'), style=label.style_none, size=size.large)

                my_box

// ------------------------
// Drawing market
// ------------------------
draw_market (_show, _session, _is_started, _is_ended, _color, _top, _bottom, _extend, _is_extend, _delete_history) =>
    var box my_box = na

    x0_1 = ta.valuewhen(na(_session[1]) and _session, bar_index, 1)
    x0_2 = ta.valuewhen(na(_session) and _session[1], bar_index, 0)
    var x1 = 0
    var x2 = 0
    var v_session_high = 0.0
    var v_session_low = 0.0

    if _show
        if _is_started
            x1 := bar_index
            x2 := bar_index + math.abs(x0_2 - x0_1)
            my_box := box.new(x1, _top, x2, _bottom)
            box.set_border_style(my_box, i_sess_border_style)
            box.set_border_width(my_box, i_sess_border_width)
            box.set_border_color(my_box, _color)
            box.set_bgcolor(my_box, color.new(_color, i_sess_bgopacity))
            
            v_session_high := _top
            v_session_low := _bottom

            if _is_extend
                box.set_extend(my_box, extend.right)
                

            if _delete_history
                box.delete(my_box[1])
    
        // Proccesing
        else if _session
            box.set_top(my_box, _top)
            box.set_bottom(my_box, _bottom)

            v_session_high := _top
            v_session_low  := _bottom
        
        else if _is_ended
            box.set_right(my_box, bar_index)

    [x1, x2, v_session_high, v_session_low]

// ------------------------
// Drawing
// ------------------------

draw (_show, _session, _color, _label, _extend, _show_fib, _show_op, _lookback) =>
    max = get_period(_session, 1, _lookback)
    top = ta.highest(high, max)
    bottom = ta.lowest(low, max)
    
    if i_osc
        top := i_osc_max
        bottom := i_osc_min
    
    is_started = is_start(_session)
    is_ended = is_end(_session)
    is_extend = _extend != NO

    delete_history = (not i_show_history) or is_extend

    [x1, x2, _high, _low] = draw_market(_show, _session, is_started, is_ended, _color, top, bottom, _extend, is_extend, delete_history)
    
    if i_label_show
        draw_label(_show, _session, is_started, _color, top, bottom, _label, delete_history)

    if _show_op
        draw_op(_show, _session, is_started, x1, x2, _color, max, is_extend, delete_history)

    if _show_fib
        draw_fib(_show, _session, is_started, x1, x2, _color, top, bottom, 0.500, 2, line.style_solid, is_extend, delete_history)
        draw_fib(_show, _session, is_started, x1, x2, _color, top, bottom, 0.628, i_f_linewidth, i_f_linestyle, is_extend, delete_history)
        draw_fib(_show, _session, is_started, x1, x2, _color, top, bottom, 0.382, i_f_linewidth, i_f_linestyle, is_extend, delete_history)

    [_session, _high, _low]

///////////////////
// Calculating
///////////////////
string tz = (i_tz == NO or i_tz == '') ? na : i_tz
int sess1 = time(timeframe.period, i_sess1, tz)
int sess2 = time(timeframe.period, i_sess2, tz)
int sess3 = time(timeframe.period, i_sess3, tz)

///////////////////
// Plotting
///////////////////
[is_sess1, sess1_high, sess1_low] = draw(i_show_sess1, sess1, i_sess1_color, i_sess1_label, i_sess1_extend, i_sess1_fib, i_sess1_op, lookback)
[is_sess2, sess2_high, sess2_low] = draw(i_show_sess2, sess2, i_sess2_color, i_sess2_label, i_sess2_extend, i_sess2_fib, i_sess2_op, lookback)
[is_sess3, sess3_high, sess3_low] = draw(i_show_sess3, sess3, i_sess3_color, i_sess3_label, i_sess3_extend, i_sess3_fib, i_sess3_op, lookback)


////////////////////
// Alerts
////////////////////
// Session alerts
bool sess1_started = is_sess1 and not is_sess1[1]
bool sess1_ended = not is_sess1 and is_sess1[1]
bool sess2_started = is_sess2 and not is_sess2[1]
bool sess2_ended = not is_sess2 and is_sess2[1]
bool sess3_started = is_sess3 and not is_sess3[1]
bool sess3_ended = not is_sess3 and is_sess3[1]

alertcondition(sess1_started,   'Session #1 started')
alertcondition(sess1_ended,     'Session #1 ended')
alertcondition(sess2_started,   'Session #2 started')
alertcondition(sess2_ended,     'Session #2 ended')
alertcondition(sess3_started,   'Session #3 started')
alertcondition(sess3_ended,     'Session #3 ended')

alertcondition((not is_sess1) and ta.crossover(close, sess1_high), 'Session #1 High crossed (after session closed)')
alertcondition((not is_sess1) and ta.crossunder(close, sess1_low), 'Session #1 Low crossed (after session closed)')
alertcondition((not is_sess2) and ta.crossover(close, sess2_high), 'Session #2 High crossed (after session closed)')
alertcondition((not is_sess2) and ta.crossunder(close, sess2_low), 'Session #2 Low crossed (after session closed)')
alertcondition((not is_sess3) and ta.crossover(close, sess3_high), 'Session #3 High crossed (after session closed)')
alertcondition((not is_sess3) and ta.crossunder(close, sess3_low), 'Session #3 Low crossed (after session closed)')

plotshape(i_alert1_show and sess1_started, color=i_sess1_color, text='Start', style=shape.labeldown, location=location.bottom, size=size.small, textcolor=color.new(color.white, 0))
plotshape(i_alert1_show and sess1_ended, color=i_sess1_color, text='End', style=shape.labeldown, location=location.bottom, size=size.small, textcolor=color.new(color.white, 0))
plotshape(i_alert1_show and sess2_started, color=i_sess2_color, text='Start', style=shape.labeldown, location=location.bottom, size=size.small, textcolor=color.new(color.white, 0))
plotshape(i_alert1_show and sess2_ended, color=i_sess2_color, text='End', style=shape.labeldown, location=location.bottom, size=size.small, textcolor=color.new(color.white, 0))
plotshape(i_alert1_show and sess3_started, color=i_sess3_color, text='Start', style=shape.labeldown, location=location.bottom, size=size.small, textcolor=color.new(color.white, 0))
plotshape(i_alert1_show and sess3_ended, color=i_sess3_color, text='End', style=shape.labeldown, location=location.bottom, size=size.small, textcolor=color.new(color.white, 0))

plot(i_alert3_show ? sess1_high : na, style=plot.style_linebr, color=i_sess1_color)
plot(i_alert3_show ? sess1_low : na, style=plot.style_linebr, linewidth=2, color=i_sess1_color)
plot(i_alert3_show ? sess2_high : na, style=plot.style_linebr, color=i_sess2_color)
plot(i_alert3_show ? sess2_low : na, style=plot.style_linebr, linewidth=2, color=i_sess2_color)
plot(i_alert3_show ? sess3_high : na, style=plot.style_linebr, color=i_sess3_color)
plot(i_alert3_show ? sess3_low : na, style=plot.style_linebr, linewidth=2, color=i_sess3_color)

plotshape(i_alert3_show and (not is_sess1) and ta.crossover(close, sess1_high), color=i_sess1_color, title="", style=shape.triangleup, location=location.bottom, size=size.tiny)
plotshape(i_alert3_show and (not is_sess1) and ta.crossunder(close, sess1_low), color=i_sess1_color, title="", style=shape.triangledown, location=location.bottom, size=size.tiny)
plotshape(i_alert3_show and (not is_sess2) and ta.crossover(close, sess2_high), color=i_sess2_color, title="", style=shape.triangleup, location=location.bottom, size=size.tiny)
plotshape(i_alert3_show and (not is_sess2) and ta.crossunder(close, sess2_low), color=i_sess2_color, title="", style=shape.triangledown, location=location.bottom, size=size.tiny)
plotshape(i_alert3_show and (not is_sess3) and ta.crossover(close, sess3_high), color=i_sess3_color, title="", style=shape.triangleup, location=location.bottom, size=size.tiny)
plotshape(i_alert3_show and (not is_sess3) and ta.crossunder(close, sess3_low), color=i_sess3_color, title="", style=shape.triangledown, location=location.bottom, size=size.tiny)