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/4 as ac

///////////////
// Groups
///////////////
g0  = '𐋉𐊤𐑿𐊤𐊯𐋎𐑖Ⴝ'
g1  = '♯1 Ⴝ𐊤ႽႽ𐊦Θ𐑿'
g2  = '♯2 Ⴝ𐊤ႽႽ𐊦Θ𐑿'
g3  = '♯3 Ⴝ𐊤ႽႽ𐊦Θ𐑿'
g4  = '𐌱Θ𐋂'
g6  = '𐑖𐋎𐌱𐊤𐑖Ⴝ'
g5  = 'ΘϷ𐊤𐑿𐊦𐑿𐋉 𐊯𐋎𐑿𐋉𐊤'
g7  = '𐊥𐊦𐌱Θ𐑿𐋎𐊢𐊢𐊦 𐑖𐊤𐌱𐊤𐑖Ⴝ'
g8  = 'ΘϷ𐨝𐊦Θ𐑿Ⴝ'
g10 = 'ΘႽ𐊢𐊦𐑖𐑖𐋎𐨝Θ𐊯 𐊰Θᱚ𐊤'
g11 = '𐊢𐋎𐑿ᱚ𐑖𐊤'

///////////////
// Defined
///////////////
show = true
pips = syminfo.mintick * 10
max_bars = 500

option_yes = 'Yes'
option_no = '× No'
option_extend1 = 'Extend'
option_hide = '× Hide'

fmt_price = '{0,number,#.#####}'
fmt_pips  = '{0,number,#.#}'

icon_separator = ' • '

c_none = color.new(color.black, 100)

is_weekends = dayofweek == 7 or dayofweek == 1

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

f_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+1
            break
    result

f_get_label_position (_y, _side) =>
    switch _y
        'top'    => _side == 'outside' ? label.style_label_lower_left : label.style_label_upper_left
        'bottom' => _side == 'outside' ? label.style_label_upper_left : label.style_label_lower_left

f_get_day (n) =>
    switch n
        1 => 'Sun'
        2 => 'Mon'
        3 => 'Tue'
        4 => 'Wed'
        5 => 'Thu'
        6 => 'Fri'
        7 => 'Sat'

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

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

///////////////
// Inputs
///////////////
// Timezone
i_tz = input.string('GMT+1', title='Timezone', options=['GMT-11', 'GMT-10', 'GMT-9', 'GMT-8', 'GMT-7', 'GMT-6', 'GMT-5', 'GMT-4', 'GMT-3', 'GMT-2', 'GMT-1', 'GMT', 'GMT+1', 'GMT+2', 'GMT+3', 'GMT+4', 'GMT+5', 'GMT+6', 'GMT+7', 'GMT+8', 'GMT+9', 'GMT+10', 'GMT+11', 'GMT+12'], tooltip='e.g. \'America/New_York\', \'Asia/Tokyo\', \'GMT-4\', \'GMT+9\'...', group=g0)
i_show_history = input.string(option_yes, 'History', options=[option_yes, option_no], group=g0) == option_yes
i_lookback = 12 * 60

// 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('0800-1700', 'Time', group=g1)
i_sess1_extend = input.string(option_no, option_extend1, options=[option_no, option_extend1], group=g1)
i_sess1_fib = input.string(option_no, 'Fibonacci levels', group=g1, options=[option_yes, option_no]) != option_no
i_sess1_op = input.string(option_no, 'Opening range', group=g1, options=[option_yes, option_no]) != option_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(option_no, option_extend1, options=[option_no, option_extend1], group=g2)
i_sess2_fib = input.string(option_no, 'Fibonacci levels', group=g2, options=[option_yes, option_no]) != option_no
i_sess2_op = input.string(option_no, 'Opening range', group=g2, options=[option_yes, option_no]) != option_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('0100-1000', 'Time', group=g3)
i_sess3_extend = input.string(option_no, option_extend1, options=[option_no, option_extend1], group=g3)
i_sess3_fib = input.string(option_no, 'Fibonacci levels', group=g3, options=[option_yes, option_no]) != option_no
i_sess3_op = input.string(option_no, 'Opening range', group=g3, options=[option_yes, option_no]) != option_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')

// Candle
option_candle_body = 'Show (Body only)'
option_candle_wick = 'Show'
i_candle = input.string(option_hide, 'Display', options=[option_candle_wick, option_candle_body, option_hide], group=g11)
i_show_candle      = i_candle != option_hide
i_show_candle_wick = i_candle == option_candle_wick
i_candle_border_width = input.int(2, 'Thickness', minval=0, group=g11)
option_candle_color1 = 'Session\'s'
option_candle_color2 = 'Red/Green'
i_candle_color = input.string(option_candle_color2, 'Candle color', options=[option_candle_color1, option_candle_color2], group=g11, inline='candle_color')
i_candle_color_g = input.color(#A6E22E, '', group=g11, inline='candle_color')
i_candle_color_r = input.color(#F92672, '', group=g11, inline='candle_color')

// Labels
i_label_show = input.bool(true, 'Show labels', inline='label_show', group=g6) and show
i_label_size = str.lower(input.string('Small', '', options=['Auto', 'Tiny', 'Small', 'Normal', 'Large', 'Huge'], inline='label_show', group=g6))
i_label_position_y = str.lower(input.string('Top', '', options=['Top', 'Bottom'], inline='label_show', group=g6))
i_label_position_s = str.lower(input.string('Outside', '', options=['Inside', 'Outside'], inline='label_show', group=g6))
i_label_position = f_get_label_position(i_label_position_y, i_label_position_s)
i_label_format_name = input.bool(true, 'Name', inline='label_format', group=g6)
i_label_format_day = input.bool(false, 'Day', inline='label_format', group=g6)
i_label_format_price = input.bool(false, 'Price', inline='label_format', group=g6)
i_label_format_pips = input.bool(false, 'Pips', inline='label_format', 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_minutes := math.max(i_o_minutes, timeframe.multiplier + 1)
i_o_transp = input.int(88, title='Transp', minval=0, maxval=100, step=1, group=g5)

// Oscillator mode
i_osc = input.bool(false, 'Oscillator', inline='osc', group=g10)
i_osc_min = input.float(0, '', inline='osc', group=g10)
i_osc_max = input.float(100, '-', inline='osc', group=g10)

// 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')

// ------------------------
// Drawing labels
// ------------------------
f_render_label (_show, _session, _is_started, _color, _top, _bottom, _text, _delete_history) =>
    var label my_label = na
    var int start_time = na

    v_position_y = (i_label_position_y == 'top') ? _top : _bottom
    v_label = array.new_string()
    v_chg = _top - _bottom
    
    if _is_started
        start_time := time
    
    if i_label_format_name and not na(_text)
        array.push(v_label, _text)

    if i_label_format_day
        array.push(v_label, f_get_day(dayofweek(start_time, i_tz)))

    if i_label_format_price
        array.push(v_label, str.format(fmt_price, v_chg))
    
    if i_label_format_pips
        array.push(v_label, str.format(fmt_pips, v_chg / pips) + ' pips')

    if _show
        if _is_started
            my_label := label.new(time, v_position_y, array.join(v_label, icon_separator), textcolor=_color, color=c_none, size=i_label_size, style=i_label_position, xloc=xloc.bar_time)
            
            if _delete_history
                label.delete(my_label[1])

        if _session
            label.set_y(my_label, v_position_y)
            label.set_text(my_label, array.join(v_label, icon_separator))

// ------------------------
// Drawing Fibonacci levels
// ------------------------
f_render_fibonacci (_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
// ------------------------
f_render_oprange (_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)
            time_op_delay = time_op - f_get_time_by_bar(1)
            
            if time <= time_op and time > time_op_delay
                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 candle
// ------------------------
f_render_candle (_show, _session, _is_started, _is_ended, _color, _top, _bottom, _open, _x1, _x2, _delete_history) =>
    var box body = na
    var line wick1 = na
    var line wick2 = na
    border_width = i_candle_border_width
    cx = math.round(math.avg(_x2, _x1)) - math.round(border_width / 2)
    
    body_color = i_candle_color == option_candle_color2 ? close > _open ? i_candle_color_g : i_candle_color_r : _color
    
    if _show
        if _is_started
            body := box.new(_x1, _top, _x2, _bottom, body_color, border_width, line.style_solid, bgcolor=color.new(color.black, 100))
            wick1 := i_show_candle_wick ? line.new(cx, _top, cx, _top, color=_color, width=border_width, style=line.style_solid) : na
            wick2 := i_show_candle_wick ? line.new(cx, _bottom, cx, _bottom, color=_color, width=border_width, style=line.style_solid) : na

            if _delete_history
                box.delete(body[1])
                line.delete(wick1[1])
                line.delete(wick2[1])

        else if _session
            top    = math.max(_open, close)
            bottom = math.min(_open, close)

            box.set_top(body, top)
            box.set_bottom(body, bottom)
            box.set_border_color(body, body_color)
            
            line.set_y1(wick1, _top)
            line.set_y2(wick1, top)
            line.set_color(wick1, body_color)
            line.set_y1(wick2, _bottom)
            line.set_y2(wick2, bottom)
            line.set_color(wick2, body_color)

        else if _is_ended
            box.set_right(body, bar_index)
        

// ------------------------
// Drawing market
// ------------------------
f_render_session (_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 session_open  = 0.0
    var session_high  = 0.0
    var session_low   = 0.0

    if _show
        if _is_started
            diff = math.abs(x0_2 - x0_1)
            x1 := bar_index
            x2 := bar_index + (math.min(diff, max_bars))
            my_box := box.new(x1, _top, x2, _bottom, _color, i_sess_border_width, i_sess_border_style, bgcolor=color.new(_color, i_sess_bgopacity))

            session_open := open
            session_high := _top
            session_low  := _bottom

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

            if _delete_history
                box.delete(my_box[1])

        else if _session
            box.set_top(my_box, _top)
            box.set_bottom(my_box, _bottom)

            session_high := _top
            session_low  := _bottom
        
        else if _is_ended
            session_open := na
            box.set_right(my_box, bar_index)

    [x1, x2, session_open, session_high, session_low]

// ------------------------
// Drawing
// ------------------------
draw (_show, _session, _color, _label, _extend, _show_fib, _show_op, _lookback) =>
    max = f_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 = f_get_started(_session)
    is_ended = f_get_ended(_session)
    is_extend = _extend != option_no

    delete_history = (not i_show_history) or is_extend

    [x1, x2, _open, _high, _low] = f_render_session(_show, _session, is_started, is_ended, _color, top, bottom, _extend, is_extend, delete_history)

    if i_show_candle
        f_render_candle(_show, _session, is_started, is_ended, _color, top, bottom, _open, x1, x2, delete_history)

    if i_label_show
        f_render_label(_show, _session, is_started, _color, top, bottom, _label, delete_history)

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

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

    [_session, _open, _high, _low]

///////////////////
// Calculating
///////////////////
string tz = (i_tz == option_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_open, sess1_high, sess1_low] = draw(i_show_sess1, sess1, i_sess1_color, i_sess1_label, i_sess1_extend, i_sess1_fib, i_sess1_op, i_lookback)
[is_sess2, sess2_open, sess2_high, sess2_low] = draw(i_show_sess2, sess2, i_sess2_color, i_sess2_label, i_sess2_extend, i_sess2_fib, i_sess2_op, i_lookback)
[is_sess3, sess3_open, sess3_high, sess3_low] = draw(i_show_sess3, sess3, i_sess3_color, i_sess3_label, i_sess3_extend, i_sess3_fib, i_sess3_op, i_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)