by 
This indicator calculates and plots Donchian Channels directly on the price chart. It determines the highest high and lowest low over a user-selected lookback period using an optimized monotonic deque algorithm, as well as a middle basis line computed as their
Indicator · Pine Script v6 · On the chart
GEX Levels + Breakout Structure + Session AVWAP — ES/SPX/SPY
This indicator plots Gamma Exposure (GEX) levels, market breakout structures, and session anchors directly on the price chart for ES, SPX, and SPY.
GitHub stars2on the repository
Pine versionv6current
Lines of code1,081
Settings40inputs
LicenceMIT
Last update6 weeks ago13 Sep 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
1,081 lines of Pine Script v6 from final/tradingview/gex_es_spx_spy.pine, published under MIT. Keep the author's credit and licence lines when you reuse it.
//@version=6
// TLADe GEX Levels — ES/SPX/SPY — release 3.5.0 (13 September 2026)
indicator("GEX Levels + Breakout Structure + Session AVWAP — ES/SPX/SPY", overlay=true, max_lines_count=500, max_labels_count=500, max_boxes_count=500)
// ╔══════════════════════════════════════════════════════════════════════════════╗
// ║ INPUTS ║
// ╚══════════════════════════════════════════════════════════════════════════════╝
groupTicker = "Ticker Settings"
tickerChoice = input.string("ES", "Display Ticker", options=["ES", "SPX", "SPY"], group=groupTicker)
// Spread is read from the WEEKLY_DATA / live override string (S:NN.NN|L:...). No
// hardcoded default — if the string is missing the S: prefix the convert
// function falls back to identity (= ES strikes shown unchanged).
var float esSpxSpread = 0.0
// The indicator is an intraday tool. On charts above 1H (4H, D, W…) it draws nothing unless
// the user asks for it — GEX lines, profile and session boxes on a daily chart are noise.
showAboveH1 = input.bool(false, "Draw on timeframes above 1H", group=groupTicker, tooltip="Off: on 4H, Daily, Weekly and Monthly charts the indicator stays silent. Turn on to draw there anyway.")
bool tfActive = showAboveH1 or timeframe.in_seconds() <= 3600
groupGex = "GEX Data"
string WEEKLY_DATA = input.text_area("S:6.20|L:7688,ZG,ZERO GAMMA,Zero Gamma~Key pivot where dealer gamma flips~Price magnet,0;7726,MP,MAX PAIN,Max Pain~Strike with maximum option pain~Expiry target,0;7646,EH,EM HIGH,Expected Move HIGH~1-sigma upper boundary~Statistical resistance,0;7550,EL,EM LOW,Expected Move LOW~1-sigma lower boundary~Statistical support,0;7712,VH,VOL HIGH,Vol Band HIGH~Volatility-based resistance~ZG + 25% EM,0;7664,VL,VOL LOW,Vol Band LOW~Volatility-based support~ZG - 25% EM,0;7701,DF,Delta Flip,Delta Flip~Where net dealer delta flips sign~Directional pivot,0;7586,CM,Charm Magnet,Charm Magnet (Pressure)~Charm-driven intraday magnet~Pin risk,0;7656,PW,Put Wall,Strike: 7656~From Spot: +0.66%~Tot GEX: 1.45B~C/P Ratio: 0.4~Hold: 51% | Break: 49%,1450.6;7706,PW,Put Wall,Strike: 7706~From Spot: +1.31%~Tot GEX: 1.23B~C/P Ratio: 1.0~Hold: 46% | Break: 54%,1231.1;7606,PW,Put Wall,Strike: 7606~From Spot: +0.00%~Tot GEX: 934.63M~C/P Ratio: 0.2~Hold: 43% | Break: 57%,934.6;7651,PW,Put Wall,Strike: 7651~From Spot: +0.59%~Tot GEX: 629.15M~C/P Ratio: 0.2~Hold: 42% | Break: 58%,629.2;7631,PW,Put Wall,Strike: 7631~From Spot: +0.33%~Tot GEX: 587.93M~C/P Ratio: 0.1~Hold: 41% | Break: 59%,587.9;7686,PW,Put Wall,Strike: 7686~From Spot: +1.05%~Tot GEX: 518.87M~C/P Ratio: 0.6~Hold: 42% | Break: 58%,518.9;7636,PW,Put Wall,Strike: 7636~From Spot: +0.39%~Tot GEX: 492.92M~C/P Ratio: 0.1~Hold: 41% | Break: 59%,492.9;7661,PW,Put Wall,Strike: 7661~From Spot: +0.72%~Tot GEX: 459.64M~C/P Ratio: 0.2~Hold: 56% | Break: 44%,459.6;7681,PW,Put Wall,Strike: 7681~From Spot: +0.99%~Tot GEX: 450.57M~C/P Ratio: 0.9~Hold: 42% | Break: 58%,450.6;7641,PW,Put Wall,Strike: 7641~From Spot: +0.46%~Tot GEX: 391.01M~C/P Ratio: 0.3~Hold: 41% | Break: 59%,391.0;7696,CW,Call Wall,Strike: 7696~From Spot: +1.18%~Tot GEX: 385.72M~C/P Ratio: 1.1~Hold: 43% | Break: 57%,385.7;7666,PW,Put Wall,Strike: 7666~From Spot: +0.79%~Tot GEX: 360.38M~C/P Ratio: 0.4~Hold: 49% | Break: 51%,360.4;7616,PW,Put Wall,Strike: 7616~From Spot: +0.13%~Tot GEX: 359.00M~C/P Ratio: 0.1~Hold: 55% | Break: 45%,359.0;7626,PW,Put Wall,Strike: 7626~From Spot: +0.26%~Tot GEX: 327.56M~C/P Ratio: 0.3~Hold: 47% | Break: 53%,327.6;7646,PW,Put Wall,Strike: 7646~From Spot: +0.53%~Tot GEX: 315.93M~C/P Ratio: 0.5~Hold: 40% | Break: 60%,315.9;7506,PW,Put Wall,Strike: 7506~From Spot: -1.31%~Tot GEX: 2.22B~C/P Ratio: 0.0~Hold: 54% | Break: 46%,2215.5;7556,PW,Put Wall,Strike: 7556~From Spot: -0.66%~Tot GEX: 1.18B~C/P Ratio: 0.0~Hold: 53% | Break: 47%,1175.3;7496,PW,Put Wall,Strike: 7496~From Spot: -1.45%~Tot GEX: 885.92M~C/P Ratio: 0.0~Hold: 50% | Break: 50%,885.9;7576,PW,Put Wall,Strike: 7576~From Spot: -0.39%~Tot GEX: 756.00M~C/P Ratio: 0.0~Hold: 49% | Break: 51%,756.0;7551,PW,Put Wall,Strike: 7551~From Spot: -0.72%~Tot GEX: 629.31M~C/P Ratio: 0.0~Hold: 49% | Break: 51%,629.3;7586,PW,Put Wall,Strike: 7586~From Spot: -0.26%~Tot GEX: 596.11M~C/P Ratio: 0.0~Hold: 56% | Break: 44%,596.1;7581,PW,Put Wall,Strike: 7581~From Spot: -0.33%~Tot GEX: 494.97M~C/P Ratio: 0.2~Hold: 50% | Break: 50%,495.0;7561,PW,Put Wall,Strike: 7561~From Spot: -0.59%~Tot GEX: 427.38M~C/P Ratio: 0.0~Hold: 56% | Break: 44%,427.4;7541,PW,Put Wall,Strike: 7541~From Spot: -0.85%~Tot GEX: 386.98M~C/P Ratio: 0.0~Hold: 49% | Break: 51%,387.0;7596,PW,Put Wall,Strike: 7596~From Spot: -0.13%~Tot GEX: 374.95M~C/P Ratio: 0.1~Hold: 56% | Break: 44%,375.0;7546,PW,Put Wall,Strike: 7546~From Spot: -0.79%~Tot GEX: 361.67M~C/P Ratio: 0.1~Hold: 49% | Break: 51%,361.7;7566,PW,Put Wall,Strike: 7566~From Spot: -0.53%~Tot GEX: 348.89M~C/P Ratio: 0.1~Hold: 49% | Break: 51%,348.9;7531,PW,Put Wall,Strike: 7531~From Spot: -0.99%~Tot GEX: 309.25M~C/P Ratio: 0.0~Hold: 49% | Break: 51%,309.3;7571,PW,Put Wall,Strike: 7571~From Spot: -0.46%~Tot GEX: 233.41M~C/P Ratio: 0.0~Hold: 49% | Break: 51%,233.4;7526,PW,Put Wall,Strike: 7526~From Spot: -1.05%~Tot GEX: 198.17M~C/P Ratio: 0.1~Hold: 49% | Break: 51%,198.2|P:6306,-0.1,-1;6756,-0.2,-1;6806,-0.5,-1;6906,-0.1,-1;7006,-0.2,-1;7031,-0.2,-1;7056,-0.2,-1;7126,-0.1,-1;7156,-0.1,-1;7166,-0.4,-1;7206,-0.3,-1;7226,-0.3,-1;7256,-0.2,-1;7266,-0.7,-1;7276,-0.1,-1;7281,-0.1,-1;7306,-0.2,-1;7336,-0.4,-1;7346,-0.2,-1;7356,-0.4,-1;7381,-0.3,-1;7386,-0.1,-1;7406,-1.3,-1;7416,-0.1,-1;7426,-0.5,-1;7431,-0.3,-1;7436,-0.4,-1;7441,-0.5,-1;7446,-0.5,-1;7451,-0.2,-1;7456,-1.1,-1;7461,-0.3,-1;7466,-0.2,-1;7471,-0.4,-1;7476,-0.5,-1;7481,-0.7,-1;7486,-0.7,-1;7491,-0.5,-1;7496,-4.3,-1;7501,-0.4,-1;7506,-10.0,-1;7511,-0.3,-1;7516,-0.7,-1;7521,-0.5,-1;7526,-0.8,-1;7531,-1.4,-1;7536,-0.7,-1;7541,-1.8,-1;7546,-1.3,-1;7551,-3.0,-1;7556,-5.4,-1;7561,-2.0,-1;7566,-1.4,-1;7571,-1.0,-1;7576,-3.5,-1;7581,-1.7,-1;7586,-2.6,-1;7591,-0.5,-1;7596,-1.6,-1;7601,-0.6,-1;7606,-3.3,-1;7611,-0.9,-1;7616,-1.4,-1;7621,-0.7,-1;7626,-0.9,-1;7631,-2.2,-1;7636,-1.8,-1;7641,-0.9,-1;7646,-0.5,-1;7651,-2.2,-1;7656,-3.3,-1;7661,-1.4,-1;7666,-0.7,-1;7671,-0.6,-1;7676,-0.2,-1;7681,-0.1,-1;7686,-0.7,-1;7696,0.1,1;7701,0.3,1;7706,-0.1,-1;7711,-0.1,-1;7721,-0.1,-1;7726,1.1,1;7736,0.2,1;7741,0.1,1;7746,0.3,1;7751,-0.8,-1;7756,1.8,1;7761,2.4,1;7766,0.2,1;7771,0.3,1;7776,0.4,1;7781,0.4,1;7791,0.3,1;7796,0.1,1;7801,0.1,1;7806,0.5,1;7816,0.1,1;7826,0.1,1;7831,1.1,1;7836,0.7,1;7856,0.3,1;7861,0.2,1;7876,0.1,1;7881,0.1,1;7896,0.1,1;7906,0.6,1;7916,0.1,1;7926,0.1,1;7956,0.1,1;8106,0.1,1")
gexDataInput = input.text_area("", title="Live GEX Override", group=groupGex, tooltip="Paste live data to override weekly. Leave empty for weekly.")
string gexDataRaw = gexDataInput != "" ? gexDataInput : WEEKLY_DATA
// Robustness: iOS copy/paste can URL-encode the string ("|" -> "%7C",
// space -> "%20") and lowercase the leading "S:". Decode here so the parser
// reads it regardless of how it was copied. Guarded on "%7C" (level tooltips
// already contain "%", e.g. "Break: 20%"). No-op for a clean desktop paste.
string gexDataActive = gexDataRaw
if str.contains(gexDataActive, "%7C") or str.contains(gexDataActive, "%7c")
gexDataActive := str.replace_all(gexDataActive, "%7C", "|")
gexDataActive := str.replace_all(gexDataActive, "%7c", "|")
gexDataActive := str.replace_all(gexDataActive, "%20", " ")
if str.startswith(gexDataActive, "s:")
gexDataActive := "S:" + str.substring(gexDataActive, 2)
groupGexVis = "GEX Visibility"
showGexLevels = input.bool(true, "Call/Put Walls", group=groupGexVis)
showSystemLevels = input.bool(true, "System (ZG, MaxPain, EM, VolBands)", group=groupGexVis)
showStructureLevels = input.bool(false, "Structure (PDH/PDL/PWH/PWL)", group=groupGexVis)
showCharmMagnet = input.bool(false, "Charm Magnet", group=groupGexVis)
showDeltaFlip = input.bool(true, "Delta Flip", group=groupGexVis)
showProfile = input.bool(true, "GEX Profile Bars", group=groupGexVis)
maxLevelsChoice = input.string("10", "Max GEX Levels", options=["5", "10", "15", "20", "All"], group=groupGexVis)
int maxVisibleLevels = maxLevelsChoice == "All" ? 999 : int(str.tonumber(maxLevelsChoice))
showOnlyNear = input.bool(false, "Show only levels near price", group=groupGexVis)
nearPct = input.float(3.0, " Radius (%)", step=0.5, minval=0.5, maxval=10.0, group=groupGexVis)
enableThreshold = input.bool(false, "Min GEX Threshold", group=groupGexVis)
gexThreshold = input.float(50.0, " Min Magnitude (M)", step=10.0, group=groupGexVis)
groupProfile = "GEX Profile Style"
profileWidth = input.int(50, "Bar Width", group=groupProfile, inline="p1")
barThickness = input.int(8, "Bar Height", group=groupProfile, inline="p1")
profileOffset = input.int(15, "Offset", group=groupProfile)
groupBOS = "Breakout Structure (BOS)"
// One switch for the whole group, like Session Boxes and Session AVWAP. The per-timeframe
// toggles below say WHICH breakouts, this one says WHETHER — H1/H4/D are preselected.
showBOS = input.bool(false, "Show Breakout Structure", group=groupBOS)
showBOS_M = input.bool(false, "Monthly", group=groupBOS, inline="bos0")
showBOS_W = input.bool(false, "Weekly", group=groupBOS, inline="bos0")
showBOS_D = input.bool(true, "Daily", group=groupBOS, inline="bos1")
showBOS_H4 = input.bool(true, "4H", group=groupBOS, inline="bos1")
showBOS_H1 = input.bool(true, "1H", group=groupBOS, inline="bos2")
bosKeep = input.int(2, "Keep last N per timeframe", minval=1, maxval=10, group=groupBOS, tooltip="How many live breakouts to keep for each timeframe. When a new one forms, the oldest of that timeframe is dropped. Invalidated breakouts are removed regardless.")
bosLineWidth = input.int(2, "BOS Line Width", minval=1, maxval=4, group=groupBOS)
colorBOS_Bull = input.color(#22c55e, "Bull", group=groupBOS, inline="bosc")
colorBOS_Bear = input.color(#ef4444, "Bear", group=groupBOS, inline="bosc")
groupSess = "Session Boxes"
showSessions = input.bool(false, "Show Session Boxes", group=groupSess)
showAsia = input.bool(true, "Asia", group=groupSess, inline="s1")
showEU = input.bool(true, "Europe", group=groupSess, inline="s1")
showPre = input.bool(true, "Pre-Mkt", group=groupSess, inline="s1")
showUS = input.bool(true, "US RTH", group=groupSess, inline="s1")
colorAsia = input.color(color.new(#f59e0b, 90), "Asia", group=groupSess, inline="sc")
colorEU = input.color(color.new(#3b82f6, 90), "EU", group=groupSess, inline="sc")
colorPre = input.color(color.new(#a855f7, 92), "Pre", group=groupSess, inline="sc2")
colorUS = input.color(color.new(#22c55e, 92), "US", group=groupSess, inline="sc2")
showHistoricalSessions = input.bool(false, "Show Historical (prev days)", group=groupSess, tooltip="When off, only the current trading day is displayed.")
groupAVWAP = "Session AVWAP"
showAVWAP = input.bool(true, "Show Session AVWAPs", group=groupAVWAP)
showAvwapAsia = input.bool(true, "Asia VWAP", group=groupAVWAP, inline="av1")
showAvwapEU = input.bool(true, "EU VWAP", group=groupAVWAP, inline="av1")
showAvwapUS = input.bool(true, "US VWAP", group=groupAVWAP, inline="av1")
showAvwapPD = input.bool(true, "US Prev Day", group=groupAVWAP, inline="av1")
colorAvwapAsia = input.color(#f59e0b, "Asia", group=groupAVWAP, inline="avc")
colorAvwapEU = input.color(#3b82f6, "EU", group=groupAVWAP, inline="avc")
colorAvwapUS = input.color(#22c55e, "US", group=groupAVWAP, inline="avc")
colorAvwapPD = input.color(color.new(#22c55e, 50), "PD", group=groupAVWAP, inline="avc")
showHistoricalAVWAP = input.bool(false, "Show Historical (prev days)", group=groupAVWAP, tooltip="When off, only the current trading day is displayed.")
avwapWidth = input.int(2, "AVWAP Line Width", minval=1, maxval=4, group=groupAVWAP)
showAvwapLabels = input.bool(true, "Labels", group=groupAVWAP, inline="avopt")
showAvwapExtend = input.bool(true, "Extend Lines Right", group=groupAVWAP, inline="avopt")
groupCol = "Colors & Style"
colorScheme = input.string("Wall Street Classic", "Color Theme", options=["Wall Street Classic", "Boreal", "Lady Trader"], group=groupCol)
colorZeroGamma = input.color(#9ca3af, "Zero Gamma", group=groupCol, inline="sys1")
colorMaxPain = input.color(#ef4444, "Max Pain", group=groupCol, inline="sys1")
colorEM = input.color(#3b82f6, "Expected Move", group=groupCol, inline="sys2")
colorVolBand = input.color(#9ca3af, "Vol Bands", group=groupCol, inline="sys2")
colorStructure = input.color(#9ca3af, "Structure", group=groupCol)
colorCharm = input.color(#f97316, "Charm Magnet", group=groupCol)
colorDeltaFlip = input.color(#f59e0b, "Delta Flip", group=groupCol)
lineLeftExt = input.int(50, "Line Left Extension", minval=1, group=groupCol)
lineStyleInput = input.string("Dotted", "Line Style", options=["Solid", "Dashed", "Dotted"], group=groupCol)
lineWidth = input.int(2, "Line Width", minval=1, maxval=4, group=groupCol)
labelSide = input.string("Left", "Label Side", options=["Left", "Right"], group=groupCol, tooltip="Where level labels render. Right places them clear of both candles and the GEX profile bars (recommended on busy charts).")
barColorStyle = input.string("Theme Colors", "Profile Bar Color", options=["Theme Colors", "Greyscale"], group=groupCol)
groupConfluence = "Confluence Zones"
showConfluence = input.bool(false, "Show Confluence Zones", group=groupConfluence)
confluenceMinSize = input.int(3, "Min cluster size for box", minval=2, maxval=5, group=groupConfluence, tooltip="Box drawn only when cluster has ≥N levels")
confluenceEmPct = input.float(7.0, "Band Width (% of EM)", minval=1.0, maxval=30.0, step=0.5, group=groupConfluence, tooltip="Total band as a percentage of the EM range (EM High − EM Low), split half above and half below (7% = ±3.5%). No EM in the data → no confluence zones.")
colorConfluence3 = input.color(color.new(#facc15, 75), "3-level", group=groupConfluence, inline="cc1")
colorConfluence4 = input.color(color.new(#fb923c, 70), "4-level", group=groupConfluence, inline="cc1")
colorConfluence5 = input.color(color.new(#ef4444, 65), "5+ (UBER)", group=groupConfluence, inline="cc1")
groupAlerts = "Alerts"
enableAlerts = input.bool(false, "Enable Level Cross Alerts", group=groupAlerts)
alertWalls = input.bool(true, "Call/Put Walls", group=groupAlerts, inline="al1")
alertSystem = input.bool(true, "ZG / Max Pain / EM / Vol Bands", group=groupAlerts, inline="al1")
alertBOS = input.bool(true, "Breakouts", group=groupAlerts, inline="al1")
// ╔══════════════════════════════════════════════════════════════════════════════╗
// ║ CORE FUNCTIONS ║
// ╚══════════════════════════════════════════════════════════════════════════════╝
// Identity fallback when esSpxSpread is missing from the data string (= 0):
// shows ES strikes unchanged for SPX/SPY too. Better than applying a stale
// hardcoded default that would silently shift every level.
f_convertPrice(float esPrice) =>
esSpxSpread <= 0 ? esPrice : tickerChoice == "SPX" ? esPrice - esSpxSpread : tickerChoice == "SPY" ? (esPrice - esSpxSpread) / 10.0 : esPrice
f_formatPrice(float esPrice) =>
float cv = f_convertPrice(esPrice)
tickerChoice == "SPY" ? str.tostring(cv, "#.##") : str.tostring(cv, "#")
f_lineStyle(string s) =>
s == "Solid" ? line.style_solid : s == "Dashed" ? line.style_dashed : line.style_dotted
// One name per level. Labels read
// "price + name" — the code (CW, ZG, EH…) is for the feed and the tooltip, not the
// chart; showing both said the same thing twice ("7466 PW Put Wall").
f_levelName(string code, string feedLabel) =>
switch code
"CW" => "Call Wall"
"PW" => "Put Wall"
"ZG" => "Zero Gamma"
"MP" => "Max Pain"
"EH" => "EM High Globex"
"EL" => "EM Low Globex"
"EHR" => "EM High RTH"
"ELR" => "EM Low RTH"
"VH" => "Vol High"
"VL" => "Vol Low"
"CM" => "Charm Magnet"
"DF" => "Delta Flip"
"PDH" => "Previous Day High"
"PDL" => "Previous Day Low"
"PWH" => "Previous Week High"
"PWL" => "Previous Week Low"
=> feedLabel
color colorPos = colorScheme == "Boreal" ? #22d3ee : colorScheme == "Lady Trader" ? #2dd4bf : #22c55e
color colorNeg = colorScheme == "Boreal" ? #f472b6 : colorScheme == "Lady Trader" ? #c084fc : #ef4444
// ╔══════════════════════════════════════════════════════════════════════════════╗
// ║ GEX STATE ║
// ╚══════════════════════════════════════════════════════════════════════════════╝
var box[] gexBoxes = array.new_box()
var box[] confluenceBoxes = array.new_box()
var label[] confluenceLabels = array.new_label()
var line[] gexLines = array.new_line()
var label[] gexLabels = array.new_label()
var label timestampLabel = na
var string prevState = ""
// The GEX/system levels currently drawn (chart scale) — what the cross alerts watch.
var float[] alertPrices = array.new_float()
var string[] alertNames = array.new_string()
var string[] alertKinds = array.new_string()
var int lastBarIdx = -1
// BOS state
var line[] bosLines = array.new_line()
var label[] bosLabels = array.new_label()
var float[] bosLevels = array.new_float()
var bool[] bosBullish = array.new_bool()
var string[] bosTF = array.new_string()
// Wall flip tracking (5-min close based — see WALL FLIP section below)
// Walls parsed from data: ES-units strike, type CW/PW, count of consecutive
// 5m closes beyond the strike in the "currently-out" direction, and the
// current flipped flag.
var float[] wallStrikes = array.new_float()
var string[] wallTypes = array.new_string()
var int[] wallCounters = array.new_int()
var bool[] wallFlipped = array.new_bool()
var string wallParseKey = ""
// ╔══════════════════════════════════════════════════════════════════════════════╗
// ║ BREAKOUT STRUCTURE — M/W/D/H4/H1 ║
// ╚══════════════════════════════════════════════════════════════════════════════╝
// ta.change at top-level (Pine requirement)
bool mChanged = ta.change(time("M")) != 0
bool wChanged = ta.change(time("W")) != 0
bool dChanged = ta.change(time("D")) != 0
bool h4Changed = ta.change(time("240")) != 0
bool h1Changed = ta.change(time("60")) != 0
// request.security — top-level calls. Always the LAST CLOSED bar of each timeframe
// (offset [1] with lookahead_on is the non-repainting idiom: the same value on
// historical and realtime chart bars). [2] is the bar before it. With the old
// `lookahead_off` + `close` the breakout was tested on the CLOSED bar in history
// but on the FIRST MINUTE of the developing bar in realtime — a repainting BO.
// *C1/O1/H1/L1 = the bar that just closed, *H2/L2 = the bar before it
[mC1, mO1, mH1, mL1, mH2, mL2] = request.security(syminfo.tickerid, "M", [close[1], open[1], high[1], low[1], high[2], low[2]], lookahead=barmerge.lookahead_on)
[wC1, wO1, wH1, wL1, wH2, wL2] = request.security(syminfo.tickerid, "W", [close[1], open[1], high[1], low[1], high[2], low[2]], lookahead=barmerge.lookahead_on)
[dC1, dO1, dH1, dL1, dH2, dL2] = request.security(syminfo.tickerid, "D", [close[1], open[1], high[1], low[1], high[2], low[2]], lookahead=barmerge.lookahead_on)
[h4C1, h4O1, h4H1, h4L1, h4H2, h4L2] = request.security(syminfo.tickerid, "240", [close[1], open[1], high[1], low[1], high[2], low[2]], lookahead=barmerge.lookahead_on)
[h1C1, h1O1, h1H1, h1L1, h1H2, h1L2] = request.security(syminfo.tickerid, "60", [close[1], open[1], high[1], low[1], high[2], low[2]], lookahead=barmerge.lookahead_on)
// Structure levels = last closed day / week (same series, so PDH is yesterday on every bar)
float dPrevH = dH1, float dPrevL = dL1
float wPrevH = wH1, float wPrevL = wL1
// ── 5-minute close stream — used by the Wall Flip tracker below ──
// We pull the 5-min close regardless of the chart's display timeframe, so the
// flip rule (2 consecutive 5m closes beyond the wall) behaves identically on
// a 1m, 5m, 1h, or daily chart.
[close5m, time5m] = request.security(syminfo.tickerid, "5", [close, time], lookahead=barmerge.lookahead_off)
bool new5mBar = ta.change(time5m) != 0
// Breakout on the bar that just closed: its close beyond the previous bar's extreme, with
// the body past the level larger than the shadow left behind.
f_checkBOS(float prevH, float prevL, float c, float h, float l, bool changed, bool enabled) =>
float bullLevel = na
float bearLevel = na
if enabled and changed and not na(prevH) and not na(c)
if c > prevH
float bodyAbove = c - prevH
float upperShadow = h - c
if bodyAbove > upperShadow and bodyAbove > 0
bullLevel := prevH
if c < prevL
float bodyBelow = prevL - c
float lowerShadow = c - l
if bodyBelow > lowerShadow and bodyBelow > 0
bearLevel := prevL
[bullLevel, bearLevel]
[mBull, mBear] = f_checkBOS(mH2, mL2, mC1, mH1, mL1, mChanged, showBOS and showBOS_M and tfActive)
[wBull, wBear] = f_checkBOS(wH2, wL2, wC1, wH1, wL1, wChanged, showBOS and showBOS_W and tfActive)
[dBull, dBear] = f_checkBOS(dH2, dL2, dC1, dH1, dL1, dChanged, showBOS and showBOS_D and tfActive)
[h4Bull, h4Bear] = f_checkBOS(h4H2, h4L2, h4C1, h4H1, h4L1, h4Changed, showBOS and showBOS_H4 and tfActive)
[h1Bull, h1Bear] = f_checkBOS(h1H2, h1L2, h1C1, h1H1, h1L1, h1Changed, showBOS and showBOS_H1 and tfActive)
// BO label: triangles by timeframe (▲ H1, ▲▲ H4, ▲▲▲ D — here
// also ▲▲▲▲ W and ▲▲▲▲▲ M), then "BO L/S <tf>", then the price. Before it read "H1+",
// which told the timeframe but not the side.
f_boLabel(bool isBull, string tf, float price) =>
string t = isBull ? "▲" : "▼"
int n = tf == "M" ? 5 : tf == "W" ? 4 : tf == "D" ? 3 : tf == "H4" ? 2 : 1
string tri = ""
for i = 1 to n
tri += t
tri + " BO " + (isBull ? "L" : "S") + " " + tf + " " + str.tostring(price, format.mintick)
// Drop the oldest live breakout of a timeframe once it holds bosKeep of them (arrays are in
// creation order, so the first match is the oldest).
f_trimBOS(string tf) =>
int kept = 0
for i = 0 to array.size(bosTF) - 1
if array.get(bosTF, i) == tf
kept += 1
while kept >= bosKeep
int oldest = -1
for i = 0 to array.size(bosTF) - 1
if oldest < 0 and array.get(bosTF, i) == tf
oldest := i
if oldest < 0
break
line.delete(array.get(bosLines, oldest))
label.delete(array.get(bosLabels, oldest))
array.remove(bosLines, oldest)
array.remove(bosLabels, oldest)
array.remove(bosLevels, oldest)
array.remove(bosBullish, oldest)
array.remove(bosTF, oldest)
kept -= 1
// Add BOS
f_addBOS(float level, bool isBull, string tf) =>
if not na(level)
if array.size(bosTF) > 0
f_trimBOS(tf)
float cv = f_convertPrice(level)
color clr = isBull ? colorBOS_Bull : colorBOS_Bear
int sty = tf == "M" or tf == "W" or tf == "D" ? 0 : 1
int w = tf == "M" ? bosLineWidth + 2 : tf == "W" ? bosLineWidth + 1 : tf == "D" ? bosLineWidth : math.max(bosLineWidth - 1, 1)
line newL = line.new(bar_index, cv, bar_index + 1, cv, color=clr, style=sty == 0 ? line.style_solid : line.style_dashed, width=w, extend=extend.right)
array.push(bosLines, newL)
label newLbl = label.new(bar_index, cv, f_boLabel(isBull, tf, cv), color=color.new(clr, 50), textcolor=color.white, style=isBull ? label.style_label_up : label.style_label_down, size=size.small)
array.push(bosLabels, newLbl)
array.push(bosLevels, cv)
array.push(bosBullish, isBull)
array.push(bosTF, tf)
f_addBOS(mBull, true, "M")
f_addBOS(mBear, false, "M")
f_addBOS(wBull, true, "W")
f_addBOS(wBear, false, "W")
f_addBOS(dBull, true, "D")
f_addBOS(dBear, false, "D")
f_addBOS(h4Bull, true, "H4")
f_addBOS(h4Bear, false, "H4")
f_addBOS(h1Bull, true, "H1")
f_addBOS(h1Bear, false, "H1")
// Invalidation: a breakout dies when a bar OF ITS OWN TIMEFRAME, in the
// opposite direction, closes back through the level — a long BO H1 stays alive until a bearish
// H1 bar closes below it. Not any 1-minute close on a 1-minute chart, which is what `close < lvl`
// did before. Checked once per timeframe, on the bar that just closed.
f_boKilled(bool isBull, float lvl, bool changed, float c, float o) =>
changed and not na(c) and (isBull ? (c < lvl and c < o) : (c > lvl and c > o))
if array.size(bosLines) > 0
int i = array.size(bosLines) - 1
while i >= 0
float lvl = array.get(bosLevels, i)
bool isBull = array.get(bosBullish, i)
string tf = array.get(bosTF, i)
bool broken = tf == "M" ? f_boKilled(isBull, lvl, mChanged, mC1, mO1) : tf == "W" ? f_boKilled(isBull, lvl, wChanged, wC1, wO1) : tf == "D" ? f_boKilled(isBull, lvl, dChanged, dC1, dO1) : tf == "H4" ? f_boKilled(isBull, lvl, h4Changed, h4C1, h4O1) : f_boKilled(isBull, lvl, h1Changed, h1C1, h1O1)
if broken
line.delete(array.get(bosLines, i))
label.delete(array.get(bosLabels, i))
array.remove(bosLines, i)
array.remove(bosLabels, i)
array.remove(bosLevels, i)
array.remove(bosBullish, i)
array.remove(bosTF, i)
i -= 1
// ╔══════════════════════════════════════════════════════════════════════════════╗
// ║ WALL FLIP TRACKING — 5m close based ║
// ╚══════════════════════════════════════════════════════════════════════════════╝
//
// Rule (per wall, single state per side):
// CW non-flipped → 2 consecutive 5m closes ABOVE strike → flipped
// CW flipped → 2 consecutive 5m closes BELOW strike → restored
// PW non-flipped → 2 consecutive 5m closes BELOW strike → flipped
// PW flipped → 2 consecutive 5m closes ABOVE strike → restored
//
// A flipped wall keeps its original nature color (CW pink / PW cyan) but is
// rendered with width-1 + a "↺" suffix on its label. Tooltip carries the
// "Flipped X→Y" explanation. Same wall, same identity — only its current role
// switched relative to spot.
// Parse walls from gexDataActive when the data changes. The arrays mirror the
// order in which CW/PW strikes appear, so the index used by tracking stays
// stable across bars.
f_parseWalls(string dataStr) =>
array.clear(wallStrikes)
array.clear(wallTypes)
array.clear(wallCounters)
array.clear(wallFlipped)
string rest = dataStr
if str.startswith(rest, "S:")
int sEnd = str.pos(rest, "|")
if sEnd > 2
rest := str.substring(rest, sEnd + 1)
string lvlSection = rest
if str.contains(rest, "|P:")
int pp = str.pos(rest, "|P:")
lvlSection := str.substring(rest, 0, pp)
if str.startswith(lvlSection, "L:")
lvlSection := str.substring(lvlSection, 2)
if lvlSection != ""
string[] pairs = str.split(lvlSection, ";")
for pair in pairs
string[] p = str.split(pair, ",")
if array.size(p) >= 2
float s = str.tonumber(array.get(p, 0))
string t = array.get(p, 1)
if not na(s) and (t == "CW" or t == "PW")
array.push(wallStrikes, s)
array.push(wallTypes, t)
array.push(wallCounters, 0)
array.push(wallFlipped, false)
// Lookup helper — returns the current flipped state for a given ES-units strike.
// Falls back to false (not flipped) when the wall isn't tracked.
f_getWallFlipped(float strike) =>
bool found = false
int n = array.size(wallStrikes)
int i = 0
while i < n and not found
if array.get(wallStrikes, i) == strike
found := array.get(wallFlipped, i)
i := n
else
i += 1
found
// Re-parse walls when the data string changes (= user pastes a live override
// or weekly seed updates). Cheap to call; only the wallStrikes arrays touched.
if wallParseKey != gexDataActive
wallParseKey := gexDataActive
f_parseWalls(gexDataActive)
// On every closed 5m bar, evaluate each wall against close5m and bump the
// counter when the close is on the "currently-out" side. Two consecutive
// out-side closes flip (or restore) the wall.
// Note: strikes are in ES units. close5m is in chart-display units, so for
// SPX/SPY we lift it back into ES space before the comparison.
if new5mBar and array.size(wallStrikes) > 0
float close5mES = close5m
if esSpxSpread > 0 and tickerChoice == "SPX"
close5mES := close5m + esSpxSpread
else if esSpxSpread > 0 and tickerChoice == "SPY"
close5mES := close5m * 10.0 + esSpxSpread
int n = array.size(wallStrikes)
for i = 0 to n - 1
float strike = array.get(wallStrikes, i)
string wType = array.get(wallTypes, i)
bool isF = array.get(wallFlipped, i)
int cnt = array.get(wallCounters, i)
bool beyond = false
if wType == "CW"
// Not flipped: CW sits above price → "beyond" = close above strike.
// Flipped : CW sits below price → "beyond" = close below strike.
beyond := isF ? close5mES < strike : close5mES > strike
else if wType == "PW"
// Not flipped: PW sits below price → "beyond" = close below strike.
// Flipped : PW sits above price → "beyond" = close above strike.
beyond := isF ? close5mES > strike : close5mES < strike
if beyond
cnt += 1
if cnt >= 2
isF := not isF
cnt := 0
else
cnt := 0
array.set(wallCounters, i, cnt)
array.set(wallFlipped, i, isF)
// ╔══════════════════════════════════════════════════════════════════════════════╗
// ║ SESSION BOXES ║
// ╚══════════════════════════════════════════════════════════════════════════════╝
int etHour = hour(time, "America/New_York")
int etMin = minute(time, "America/New_York")
int etMins = etHour * 60 + etMin
// Session detection (wraps midnight for Asia)
bool inAsia = etMins >= 1080 or etMins < 180 // 18:00-03:00
bool inEU = etMins >= 180 and etMins < 480 // 03:00-08:00
bool inPre = etMins >= 480 and etMins < 570 // 08:00-09:30
bool inUS = etMins >= 570 and etMins < 960 // 09:30-16:00
// "Current day" = the LAST futures day on the chart (18:00 ET → 17:00 ET), derived from
// last_bar_time. It used to be "bars younger than 30 hours of wall-clock", which emptied
// the chart of every AVWAP and session box on weekends and holidays.
int lastEtMins = hour(last_bar_time, "America/New_York") * 60 + minute(last_bar_time, "America/New_York")
int lastDayStart = last_bar_time - (lastEtMins >= 1080 ? lastEtMins - 1080 : lastEtMins + 360) * 60000
bool inLastDay = time >= lastDayStart
// Session box tracking with proper lifecycle
var box curAsiaBox = na, var float _asiaHi = na, var float _asiaLo = na, var bool _asiaActive = false
var box curEUBox = na, var float _euHi = na, var float _euLo = na, var bool _euActive = false
var box curPreBox = na, var float _preHi = na, var float _preLo = na, var bool _preActive = false
var box curUSBox = na, var float _usHi = na, var float _usLo = na, var bool _usActive = false
// Limit session boxes to the current (last) futures day unless showHistoricalSessions is on
bool recentSessionOnly = showHistoricalSessions or inLastDay
// Asia
if tfActive and showSessions and showAsia and recentSessionOnly
if inAsia
if not _asiaActive
_asiaActive := true
_asiaHi := high
_asiaLo := low
curAsiaBox := box.new(bar_index, high, bar_index, low, border_color=color.new(colorAsia, 70), border_width=1, bgcolor=colorAsia)
else
_asiaHi := math.max(_asiaHi, high)
_asiaLo := math.min(_asiaLo, low)
if not na(curAsiaBox)
box.set_right(curAsiaBox, bar_index)
box.set_top(curAsiaBox, _asiaHi)
box.set_bottom(curAsiaBox, _asiaLo)
else
_asiaActive := false
// Europe
if tfActive and showSessions and showEU and recentSessionOnly
if inEU
if not _euActive
_euActive := true
_euHi := high
_euLo := low
curEUBox := box.new(bar_index, high, bar_index, low, border_color=color.new(colorEU, 70), border_width=1, bgcolor=colorEU)
else
_euHi := math.max(_euHi, high)
_euLo := math.min(_euLo, low)
if not na(curEUBox)
box.set_right(curEUBox, bar_index)
box.set_top(curEUBox, _euHi)
box.set_bottom(curEUBox, _euLo)
else
_euActive := false
// Pre-Market
if tfActive and showSessions and showPre and recentSessionOnly
if inPre
if not _preActive
_preActive := true
_preHi := high
_preLo := low
curPreBox := box.new(bar_index, high, bar_index, low, border_color=color.new(colorPre, 70), border_width=1, bgcolor=colorPre)
else
_preHi := math.max(_preHi, high)
_preLo := math.min(_preLo, low)
if not na(curPreBox)
box.set_right(curPreBox, bar_index)
box.set_top(curPreBox, _preHi)
box.set_bottom(curPreBox, _preLo)
else
_preActive := false
// US RTH
if tfActive and showSessions and showUS and recentSessionOnly
if inUS
if not _usActive
_usActive := true
_usHi := high
_usLo := low
curUSBox := box.new(bar_index, high, bar_index, low, border_color=color.new(colorUS, 70), border_width=1, bgcolor=colorUS)
else
_usHi := math.max(_usHi, high)
_usLo := math.min(_usLo, low)
if not na(curUSBox)
box.set_right(curUSBox, bar_index)
box.set_top(curUSBox, _usHi)
box.set_bottom(curUSBox, _usLo)
else
_usActive := false
// ╔══════════════════════════════════════════════════════════════════════════════╗
// ║ SESSION AVWAP (Anchored VWAP per session) ║
// ╚══════════════════════════════════════════════════════════════════════════════╝
// AVWAP — uses same session flags as boxes (no wall-clock dependency)
// Each AVWAP resets at its session start and accumulates through US close (16:00).
// All AVWAPs reset at new futures day (Asia start = 18:00 ET).
float src = hlc3
float vol = nz(volume, 1) // fallback: zero-volume bars get weight 1
// Session start = first bar IN session after being OUT
bool asiaStart = inAsia and not inAsia[1]
bool euStart = inEU and not inEU[1]
bool usStart = inUS and not inUS[1]
// Track current futures day — reset flag at Asia start
var bool inCurrentDay = false
if asiaStart
inCurrentDay := true
// Between 16:00-18:00 ET = gap, no futures day
bool inGap = etMins >= 960 and etMins < 1080
if inGap
inCurrentDay := false
// Asia AVWAP — resets at Asia start, accumulates through US close
var float aSumPV = 0.0
var float aSumV = 0.0
var bool asiaActive = false
if asiaStart
aSumPV := src * vol
aSumV := vol
asiaActive := true
else if asiaActive and inCurrentDay
aSumPV += src * vol
aSumV += vol
float avwapAsia = aSumV > 0 ? aSumPV / aSumV : na
// EU AVWAP — resets at EU start, accumulates through US close
var float eSumPV = 0.0
var float eSumV = 0.0
var bool euActive = false
if asiaStart
euActive := false // new day: EU hasn't started yet
if euStart
eSumPV := src * vol
eSumV := vol
euActive := true
else if euActive and inCurrentDay
eSumPV += src * vol
eSumV += vol
float avwapEU = eSumV > 0 ? eSumPV / eSumV : na
// US AVWAP — resets at US start, accumulates through US close only
var float uSumPV = 0.0
var float uSumV = 0.0
var bool usActive = false
if asiaStart
usActive := false // new day: US hasn't started yet
if usStart
uSumPV := src * vol
uSumV := vol
usActive := true
else if usActive and inUS
uSumPV += src * vol
uSumV += vol
float avwapUS = uSumV > 0 ? uSumPV / uSumV : na
// US Previous Day AVWAP — promoted at futures day reset, accumulates on all bars
var float pdSumPV = 0.0
var float pdSumV = 0.0
if asiaStart and uSumV > 0
// Promote current US → PD before reset
pdSumPV := uSumPV
pdSumV := uSumV
else if pdSumV > 0 and inCurrentDay
pdSumPV += src * vol
pdSumV += vol
float avwapPD = pdSumV > 0 ? pdSumPV / pdSumV : na
// Show AVWAP only when active. When showHistoricalAVWAP is off, limit to the current (last) futures day.
bool recentOnly = showHistoricalAVWAP or inLastDay
float pAsia = tfActive and showAVWAP and showAvwapAsia and asiaActive and inCurrentDay and recentOnly ? avwapAsia : na
float pEU = tfActive and showAVWAP and showAvwapEU and euActive and inCurrentDay and recentOnly ? avwapEU : na
float pUS = tfActive and showAVWAP and showAvwapUS and usActive and inUS and recentOnly ? avwapUS : na
float pPD = tfActive and showAVWAP and showAvwapPD and pdSumV > 0 and inCurrentDay and recentOnly ? avwapPD : na
plot(pAsia, "AVWAP Asia", color=colorAvwapAsia, linewidth=avwapWidth, style=plot.style_linebr)
plot(pEU, "AVWAP EU", color=colorAvwapEU, linewidth=avwapWidth, style=plot.style_linebr)
plot(pUS, "AVWAP US", color=colorAvwapUS, linewidth=avwapWidth, style=plot.style_linebr)
plot(pPD, "AVWAP US Prev", color=colorAvwapPD, linewidth=avwapWidth, style=plot.style_linebr)
// ── AVWAP Extension Lines (dotted, extend right from last value) ──
var line avwapLineAsia = na
var line avwapLineEU = na
var line avwapLineUS = na
var line avwapLinePD = na
if showAVWAP and showAvwapExtend and barstate.islast
if showAvwapAsia and not na(pAsia)
if na(avwapLineAsia)
avwapLineAsia := line.new(bar_index, pAsia, bar_index + 1, pAsia, color=colorAvwapAsia, width=avwapWidth, style=line.style_dotted, extend=extend.right)
else
line.set_xy1(avwapLineAsia, bar_index, pAsia)
line.set_xy2(avwapLineAsia, bar_index + 1, pAsia)
if showAvwapEU and not na(pEU)
if na(avwapLineEU)
avwapLineEU := line.new(bar_index, pEU, bar_index + 1, pEU, color=colorAvwapEU, width=avwapWidth, style=line.style_dotted, extend=extend.right)
else
line.set_xy1(avwapLineEU, bar_index, pEU)
line.set_xy2(avwapLineEU, bar_index + 1, pEU)
if showAvwapUS and not na(pUS)
if na(avwapLineUS)
avwapLineUS := line.new(bar_index, pUS, bar_index + 1, pUS, color=colorAvwapUS, width=avwapWidth, style=line.style_dotted, extend=extend.right)
else
line.set_xy1(avwapLineUS, bar_index, pUS)
line.set_xy2(avwapLineUS, bar_index + 1, pUS)
if showAvwapPD and not na(pPD)
if na(avwapLinePD)
avwapLinePD := line.new(bar_index, pPD, bar_index + 1, pPD, color=colorAvwapPD, width=avwapWidth, style=line.style_dashed, extend=extend.right)
else
line.set_xy1(avwapLinePD, bar_index, pPD)
line.set_xy2(avwapLinePD, bar_index + 1, pPD)
// ── AVWAP Labels ──
// Same anchor and same "price + name" format as every other label on the chart
// (labelSide: left of the candles, or right past the GEX profile). They used to
// sit 3 bars right of the last candle — under the price axis on most layouts,
// which is why nobody saw them.
var label avwapLblAsia = na
var label avwapLblEU = na
var label avwapLblUS = na
var label avwapLblPD = na
f_avwapLabel(label lbl, float y, string name, color clr) =>
label out = lbl
int x = labelSide == "Right" ? bar_index + profileOffset + profileWidth + 5 : bar_index - lineLeftExt
string txt = str.tostring(y, format.mintick) + " " + name
if na(out)
out := label.new(x, y, txt, style=label.style_label_left, size=size.small, textcolor=color.white, color=clr)
else
label.set_xy(out, x, y)
label.set_text(out, txt)
out
if showAVWAP and showAvwapLabels and barstate.islast
if showAvwapAsia and not na(pAsia)
avwapLblAsia := f_avwapLabel(avwapLblAsia, pAsia, "AVWAP Asia", colorAvwapAsia)
if showAvwapEU and not na(pEU)
avwapLblEU := f_avwapLabel(avwapLblEU, pEU, "AVWAP EU", colorAvwapEU)
if showAvwapUS and not na(pUS)
avwapLblUS := f_avwapLabel(avwapLblUS, pUS, "AVWAP US", colorAvwapUS)
if showAvwapPD and not na(pPD)
avwapLblPD := f_avwapLabel(avwapLblPD, pPD, "AVWAP US Prev Day", colorAvwapPD)
// ╔══════════════════════════════════════════════════════════════════════════════╗
// ║ GEX LEVELS + PROFILE (last bar only — same logic as GEX Dashboard v6.8) ║
// ╚══════════════════════════════════════════════════════════════════════════════╝
string stateKey = gexDataActive + str.tostring(confluenceEmPct) + str.tostring(profileWidth) + str.tostring(barThickness) + str.tostring(profileOffset) + colorScheme + barColorStyle + lineStyleInput + str.tostring(lineWidth) + str.tostring(lineLeftExt) + tickerChoice
bool needsRedraw = barstate.islast and (stateKey != prevState or bar_index != lastBarIdx or not tfActive)
if needsRedraw
// Clear previous
for b in gexBoxes
box.delete(b)
array.clear(gexBoxes)
for l in gexLines
line.delete(l)
array.clear(gexLines)
for lbl in gexLabels
label.delete(lbl)
array.clear(gexLabels)
if not na(timestampLabel)
label.delete(timestampLabel)
timestampLabel := na
array.clear(alertPrices)
array.clear(alertNames)
array.clear(alertKinds)
lastBarIdx := bar_index
// silent on timeframes above 1H (drawings cleared above, nothing new drawn)
string levelsData = ""
string profileData = ""
string rawInput = tfActive ? gexDataActive : ""
float emHighDisp = na
float emLowDisp = na
if tfActive
timestampLabel := label.new(bar_index + profileOffset, high + syminfo.mintick * 50, "TLADe " + tickerChoice, color=color.new(color.gray, 100), style=label.style_label_center, textcolor=color.new(color.gray, 40), size=size.tiny)
// Parse S:|L:|P:
if str.startswith(rawInput, "S:")
int sEnd = str.pos(rawInput, "|")
if sEnd > 2
float parsedSpread = str.tonumber(str.substring(rawInput, 2, sEnd))
if not na(parsedSpread) and parsedSpread > 0
esSpxSpread := parsedSpread
rawInput := str.substring(rawInput, sEnd + 1)
if str.contains(rawInput, "|P:")
int pipePos = str.pos(rawInput, "|P:")
string beforePipe = str.substring(rawInput, 0, pipePos)
profileData := str.substring(rawInput, pipePos + 3)
if str.startswith(beforePipe, "L:")
levelsData := str.substring(beforePipe, 2)
else
profileData := rawInput
// ── Draw Levels (identical to GEX Dashboard v6.8) ──
if levelsData != ""
string[] levelPairs = str.split(levelsData, ";")
int gexAboveDrawn = 0
int gexBelowDrawn = 0
int halfMax = math.ceil(maxVisibleLevels / 2)
// Find closest GEX to spot (protected) — and the EM range, which sizes the confluence band
float closestAbove = na, float closestAboveDist = 999999.0
float closestBelow = na, float closestBelowDist = 999999.0
for lvlPair in levelPairs
string[] p = str.split(lvlPair, ",")
if array.size(p) >= 3
float s = str.tonumber(array.get(p, 0))
string t = array.get(p, 1)
if not na(s) and t == "EH"
emHighDisp := f_convertPrice(s)
if not na(s) and t == "EL"
emLowDisp := f_convertPrice(s)
if not na(s) and (t == "CW" or t == "PW")
float cv = f_convertPrice(s)
float dist = math.abs(cv - close)
if cv > close and dist < closestAboveDist
closestAboveDist := dist
closestAbove := cv
else if cv <= close and dist < closestBelowDist
closestBelowDist := dist
closestBelow := cv
for lvlPair in levelPairs
string[] p = str.split(lvlPair, ",")
if array.size(p) >= 3
float lvlStrike = str.tonumber(array.get(p, 0))
string lvlType = array.get(p, 1)
string lvlLabel = array.get(p, 2)
string lvlTooltip = array.size(p) >= 4 ? str.replace_all(array.get(p, 3), "~", "\n") : ""
float lvlMag = array.size(p) >= 5 ? str.tonumber(array.get(p, 4)) : 0.0
if not na(lvlStrike)
float cv = f_convertPrice(lvlStrike)
bool inRange = not showOnlyNear or (math.abs(close - cv) / close * 100.0 <= nearPct)
bool isGex = lvlType == "CW" or lvlType == "PW"
bool isSys = lvlType == "ZG" or lvlType == "MP" or lvlType == "EH" or lvlType == "EL" or lvlType == "EHR" or lvlType == "ELR" or lvlType == "VH" or lvlType == "VL"
bool isStr = lvlType == "PDH" or lvlType == "PDL" or lvlType == "PWH" or lvlType == "PWL"
bool isCM = lvlType == "CM"
bool isDF = lvlType == "DF"
bool passThresh = not enableThreshold or not isGex or nz(lvlMag) >= gexThreshold or nz(lvlMag) == 0.0
bool isAbove = cv > close
bool isProtected = (not na(closestAbove) and cv == closestAbove) or (not na(closestBelow) and cv == closestBelow)
bool shouldShow = false
if isGex and showGexLevels and passThresh
shouldShow := isProtected or (isAbove ? gexAboveDrawn < halfMax : gexBelowDrawn < halfMax)
else if isSys and showSystemLevels
shouldShow := true
else if isCM and showCharmMagnet
shouldShow := true
else if isDF and showDeltaFlip
shouldShow := true
// isStr (PDH/PDL/PWH/PWL) intentionally NOT drawn from the data
// string — PA is now computed autonomously from the chart's own
// OHLC below, so it is always in chart scale (no conversion, no
// cross-family contamination). The PA in the payload is ignored.
if shouldShow and inRange
color lvlColor = color.gray
int sc = 0
string finalTT = lvlTooltip
bool isWallFlipped = false
if lvlType == "CW"
// Nature color is preserved regardless of flip state — a CW
// remains a CW (pink/colorNeg) whether acting as resistance
// or as flipped potential support. The flip is communicated
// via reduced width + "↺" label suffix + tooltip phrasing.
isWallFlipped := f_getWallFlipped(lvlStrike)
lvlColor := colorNeg
if not isProtected
if isAbove
gexAboveDrawn += 1
else
gexBelowDrawn += 1
finalTT += "\n" + (isWallFlipped ? "Flipped Res → Sup (2× 5m close beyond)" : "Resistance")
else if lvlType == "PW"
isWallFlipped := f_getWallFlipped(lvlStrike)
lvlColor := colorPos
if not isProtected
if isAbove
gexAboveDrawn += 1
else
gexBelowDrawn += 1
finalTT += "\n" + (isWallFlipped ? "Flipped Sup → Res (2× 5m close beyond)" : "Support")
else if lvlType == "ZG"
lvlColor := colorZeroGamma
else if lvlType == "MP"
lvlColor := colorMaxPain
sc := 2
else if lvlType == "EH" or lvlType == "EL" or lvlType == "EHR" or lvlType == "ELR"
lvlColor := colorEM
sc := 1
else if lvlType == "VH" or lvlType == "VL"
lvlColor := colorVolBand
sc := 2
else if isStr
lvlColor := colorStructure
sc := 2
else if lvlType == "CM"
lvlColor := colorCharm
else if lvlType == "DF"
lvlColor := colorDeltaFlip
sc := 1
var string ls = line.style_dotted
ls := sc == 2 ? line.style_dotted : sc == 1 ? line.style_dashed : f_lineStyle(lineStyleInput)
if isCM
ls := line.style_solid
// Width: flipped CW/PW lose 1pt (min 1) so the line reads as
// "weakened in its current role". The user's chosen lineWidth
// remains the baseline for non-flipped walls.
int useWidth = isWallFlipped ? math.max(lineWidth - 1, 1) : lineWidth
array.push(gexLines, line.new(bar_index - lineLeftExt, cv, bar_index + profileOffset, cv, color=lvlColor, style=ls, width=useWidth, extend=extend.both))
string flipSuffix = isWallFlipped ? " ↺" : ""
string dLabel = f_formatPrice(lvlStrike) + " " + f_levelName(lvlType, lvlLabel) + flipSuffix
// Label anchor: "Left" keeps the historical placement (= clear of
// candles thanks to lineLeftExt). "Right" places the label past the
// GEX profile bars so it overlaps neither candles nor profile.
int lblX = labelSide == "Right" ? bar_index + profileOffset + profileWidth + 5 : bar_index - lineLeftExt
array.push(gexLabels, label.new(lblX, cv, dLabel, color=lvlColor, style=label.style_label_left, textcolor=color.white, size=size.small, tooltip=finalTT))
if isGex or isSys
array.push(alertPrices, cv)
array.push(alertNames, dLabel)
array.push(alertKinds, isGex ? "wall" : "system")
// ── Draw Price Action (PDH/PDL/PWH/PWL) ──
// Computed on the chart's OWN OHLC (dPrevH/dPrevL = prior day, wPrevH/wPrevL =
// prior week, from the top-level request.security). Always in chart scale — no
// f_convertPrice, no cross-family contamination. Replaces the PA that used to
// arrive (and leak across tickers) in the data string.
if tfActive and showStructureLevels
float[] paPrices = array.from(dPrevH, dPrevL, wPrevH, wPrevL)
string[] paNames = array.from("Previous Day High", "Previous Day Low", "Previous Week High", "Previous Week Low")
for pi = 0 to 3
float paPrice = array.get(paPrices, pi)
if not na(paPrice)
array.push(gexLines, line.new(bar_index - lineLeftExt, paPrice, bar_index + profileOffset, paPrice, color=colorStructure, style=line.style_dotted, width=lineWidth, extend=extend.both))
int paLblX = labelSide == "Right" ? bar_index + profileOffset + profileWidth + 5 : bar_index - lineLeftExt
array.push(gexLabels, label.new(paLblX, paPrice, str.tostring(paPrice, format.mintick) + " " + array.get(paNames, pi), color=colorStructure, style=label.style_label_left, textcolor=color.white, size=size.small))
// ── Draw Profile Bars ──
if showProfile and profileData != ""
string[] forzaPairs = str.split(str.replace_all(profileData, "\n", ""), ";")
float maxAbsForza = 10.0
float boxH = barThickness * syminfo.mintick
int xZero = bar_index + profileOffset
for pair in forzaPairs
string[] parts = str.split(pair, ",")
if array.size(parts) == 3
float esStrike = str.tonumber(array.get(parts, 0))
float forza = str.tonumber(array.get(parts, 1))
float sign = str.tonumber(array.get(parts, 2))
if not na(esStrike) and not na(forza)
float cvStrike = f_convertPrice(esStrike)
int barLen = int((forza / maxAbsForza) * profileWidth)
float intensity = math.abs(forza) / maxAbsForza
int fillT = int(80 - intensity * 50)
color barCall = barColorStyle == "Greyscale" ? #a0a0a0 : colorNeg
color barPut = barColorStyle == "Greyscale" ? #505050 : colorPos
color baseC = sign >= 0 ? barCall : barPut
array.push(gexBoxes, box.new(xZero, cvStrike + boxH / 2, xZero + barLen, cvStrike - boxH / 2, border_color=color.new(baseC, 0), border_width=1, bgcolor=color.new(baseC, fillT)))
// ═════════════════════════════════════════════════════════════════
// CONFLUENCE ZONES — cluster levels within a band sized on the EM range
// ═════════════════════════════════════════════════════════════════
for b in confluenceBoxes
box.delete(b)
array.clear(confluenceBoxes)
for lbl in confluenceLabels
label.delete(lbl)
array.clear(confluenceLabels)
// Band = % of the EM range: the same tolerance on a
// 60-point day and on a 150-point day means something different in points and the same thing
// in market terms. Without EH/EL in the data there is no band and no zone — not a default width.
float emRange = (not na(emHighDisp) and not na(emLowDisp)) ? emHighDisp - emLowDisp : na
if tfActive and showConfluence and not na(emRange) and emRange > 0
float band = emRange * (confluenceEmPct / 100.0) / 2.0 // half-band (7% of EM → ±3.5%)
// Collect ALL levels into parallel arrays (price + name for tooltip)
float[] allLevels = array.new_float()
string[] allNames = array.new_string()
// GEX walls + system + structure from parsed data
if levelsData != ""
string[] lpairs = str.split(levelsData, ";")
for lpair in lpairs
string[] p = str.split(lpair, ",")
if array.size(p) >= 2
float s = str.tonumber(array.get(p, 0))
string t = array.get(p, 1)
if not na(s)
// PDH/PDL/PWH/PWL excluded here — PA now comes from the
// chart's own OHLC (added below), not the data string.
bool isTracked = t == "CW" or t == "PW" or t == "ZG" or t == "MP" or t == "EH" or t == "EL" or t == "EHR" or t == "ELR" or t == "VH" or t == "VL"
if isTracked
array.push(allLevels, f_convertPrice(s))
string nm = array.size(p) >= 3 ? array.get(p, 2) : t
array.push(allNames, str.tostring(math.round(s)) + " " + f_levelName(t, nm))
// BOS levels (already converted)
if array.size(bosLevels) > 0
for i = 0 to array.size(bosLevels) - 1
array.push(allLevels, array.get(bosLevels, i))
string tf = array.size(bosTF) > i ? array.get(bosTF, i) : ""
bool isBull = array.get(bosBullish, i)
array.push(allNames, str.tostring(math.round(array.get(bosLevels, i))) + " BO " + (isBull ? "L" : "S") + " " + tf)
// AVWAP values (each counts as a separate level)
if not na(pAsia)
array.push(allLevels, pAsia)
array.push(allNames, str.tostring(math.round(pAsia)) + " AVWAP Asia")
if not na(pEU)
array.push(allLevels, pEU)
array.push(allNames, str.tostring(math.round(pEU)) + " AVWAP EU")
if not na(pUS)
array.push(allLevels, pUS)
array.push(allNames, str.tostring(math.round(pUS)) + " AVWAP US")
if not na(pPD)
array.push(allLevels, pPD)
array.push(allNames, str.tostring(math.round(pPD)) + " AVWAP US Prev Day")
// Price Action from the chart's own OHLC (same source as the PA lines).
if showStructureLevels
if not na(dPrevH)
array.push(allLevels, dPrevH)
array.push(allNames, str.tostring(math.round(dPrevH)) + " Previous Day High")
if not na(dPrevL)
array.push(allLevels, dPrevL)
array.push(allNames, str.tostring(math.round(dPrevL)) + " Previous Day Low")
if not na(wPrevH)
array.push(allLevels, wPrevH)
array.push(allNames, str.tostring(math.round(wPrevH)) + " Previous Week High")
if not na(wPrevL)
array.push(allLevels, wPrevL)
array.push(allNames, str.tostring(math.round(wPrevL)) + " Previous Week Low")
// Parallel sort by price ascending (bubble sort to keep names in sync)
int sz = array.size(allLevels)
for i = 0 to sz - 2
for j = 0 to sz - i - 2
if array.get(allLevels, j) > array.get(allLevels, j + 1)
float tmpF = array.get(allLevels, j)
array.set(allLevels, j, array.get(allLevels, j + 1))
array.set(allLevels, j + 1, tmpF)
string tmpS = array.get(allNames, j)
array.set(allNames, j, array.get(allNames, j + 1))
array.set(allNames, j + 1, tmpS)
// Walk and cluster: consecutive levels within band form a cluster
int n = array.size(allLevels)
if n >= 2
int i = 0
while i < n
float clusterMin = array.get(allLevels, i)
float clusterMax = clusterMin
int size = 1
string[] clusterItems = array.new_string()
array.push(clusterItems, array.get(allNames, i))
int j = i + 1
while j < n
float next = array.get(allLevels, j)
if next - clusterMin <= 2 * band
clusterMax := next
size += 1
array.push(clusterItems, array.get(allNames, j))
j += 1
else
break
if size >= confluenceMinSize
int scoreCapped = math.min(size, 5)
color boxColor = scoreCapped >= 5 ? colorConfluence5 : scoreCapped >= 4 ? colorConfluence4 : colorConfluence3
array.push(confluenceBoxes, box.new(bar_index - lineLeftExt, clusterMax, bar_index + profileOffset, clusterMin, border_color=color.new(boxColor, 50), border_width=1, bgcolor=boxColor))
string txt = scoreCapped >= 5 ? "UBER" : str.tostring(scoreCapped) + "x"
string tt = "Confluence " + str.tostring(size) + " levels:\n" + array.join(clusterItems, "\n")
array.push(confluenceLabels, label.new(bar_index + profileOffset, (clusterMax + clusterMin) / 2, txt, color=color.new(boxColor, 20), textcolor=color.white, style=label.style_label_left, size=size.small, tooltip=tt))
i := j
prevState := stateKey
// ╔══════════════════════════════════════════════════════════════════════════════╗
// ║ ALERTS ║
// ╚══════════════════════════════════════════════════════════════════════════════╝
// GEX and system levels: a CLOSE that crosses the level (previous close on one side, this
// close on the other). Evaluated on bar close so a wick through the wall does not fire.
if enableAlerts and array.size(alertPrices) > 0 and barstate.isconfirmed
for i = 0 to array.size(alertPrices) - 1
float lvl = array.get(alertPrices, i)
string kind = array.get(alertKinds, i)
bool wanted = kind == "wall" ? alertWalls : alertSystem
if wanted
bool up = close[1] < lvl and close >= lvl
bool down = close[1] > lvl and close <= lvl
if up or down
alert("TLADe " + array.get(alertNames, i) + " crossed " + (up ? "UP" : "DOWN"), alert.freq_once_per_bar_close)
// Breakout levels: touch-and-close through, as before.
if enableAlerts and alertBOS and array.size(bosLevels) > 0
for i = 0 to array.size(bosLevels) - 1
float price = array.get(bosLevels, i)
string tf = array.get(bosTF, i)
bool isBull = array.get(bosBullish, i)
bool touched = high >= price and low <= price
bool crossUp = touched and close >= price and (open < price or low < price)
bool crossDown = touched and close <= price and (open > price or high > price)
if crossUp or crossDown
string dir = crossUp ? "UP" : "DOWN"
alert("TLADe BO " + (isBull ? "L" : "S") + " " + tf + " " + str.tostring(price, format.mintick) + " crossed " + dir, alert.freq_once_per_bar)
Overview
GEX Levels + Breakout Structure + Session AVWAP — ES/SPX/SPY renders key options analytics including Zero Gamma, Max Pain, Call and Put Walls, Volatility Bands, and Delta Flip lines parsed from structured data inputs. Additionally, it identifies multi-timeframe Breakout Structure levels and session-based anchored VWAP lines. Users can filter displayed levels by price proximity or magnitude and select options across multiple structure timeframes.
- Gamma Exposure level overlay (Call/Put Walls, Zero Gamma, Max Pain)
- Multi-timeframe Breakout Structure tracking
- Session Anchored VWAP support
- GEX profile bars and level filtering
- Ticker selection for ES, SPX, and SPY
Details
Published by
tradelikeadealer on GitHub
Type
Indicator, Pine Script v6
Draws
On the price chart
Category
Support & resistance, Breakout, Sessions & time, Volatility & bands
Markets
Indices
Timeframes
M1-M5, M15-H1
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Display Ticker | string | ES | tickerChoice |
| Draw on timeframes above 1H | bool | false | showAboveH1 |
| WEEKLY_DATA | text | S:6.20|L:7688,ZG,ZERO GAMMA,Zero Gamma~Key pivot where deale | WEEKLY_DATA |
| Live GEX Override | text | | gexDataInput |
| Call/Put Walls | bool | true | showGexLevels |
| System (ZG, MaxPain, EM, VolBands) | bool | true | showSystemLevels |
| Structure (PDH/PDL/PWH/PWL) | bool | false | showStructureLevels |
| Charm Magnet | bool | false | showCharmMagnet |
| Delta Flip | bool | true | showDeltaFlip |
| GEX Profile Bars | bool | true | showProfile |
| Max GEX Levels | string | 10 | maxLevelsChoice |
| Show only levels near price | bool | false | showOnlyNear |
Show all 40 settings
| Setting | Type | Default | Variable |
|---|---|---|---|
| Radius (%) | float | 3.0 | nearPct |
| Min GEX Threshold | bool | false | enableThreshold |
| Min Magnitude (M) | float | 50.0 | gexThreshold |
| Bar Width | int | 50 | profileWidth |
| Bar Height | int | 8 | barThickness |
| Offset | int | 15 | profileOffset |
| Show Breakout Structure | bool | false | showBOS |
| Monthly | bool | false | showBOS_M |
| Weekly | bool | false | showBOS_W |
| Daily | bool | true | showBOS_D |
| 4H | bool | true | showBOS_H4 |
| 1H | bool | true | showBOS_H1 |
| Keep last N per timeframe | int | 2 | bosKeep |
| BOS Line Width | int | 2 | bosLineWidth |
| Bull | color | #22c55e | colorBOS_Bull |
| Bear | color | #ef4444 | colorBOS_Bear |
| Show Session Boxes | bool | false | showSessions |
| Asia | bool | true | showAsia |
| Europe | bool | true | showEU |
| Pre-Mkt | bool | true | showPre |
| US RTH | bool | true | showUS |
| Asia | color | color.new(#f59e0b, 90) | colorAsia |
| EU | color | color.new(#3b82f6, 90) | colorEU |
| Pre | color | color.new(#a855f7, 92) | colorPre |
| US | color | color.new(#22c55e, 92) | colorUS |
| Show Historical (prev days) | bool | false | showHistoricalSessions |
| Show Session AVWAPs | bool | true | showAVWAP |
| Asia VWAP | bool | true | showAvwapAsia |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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