Key Levels

//@version=6
indicator("Key Levels — Futures Signal Engine", overlay=true, max_lines_count=500, max_labels_count=500)

// ── Inputs ──────────────────────────────────────────────────────────────────
showPD      = input.bool(true, "Previous Day Levels")
showON      = input.bool(true, "Overnight Levels")
showOR      = input.bool(true, "Opening Range")
showVWAP    = input.bool(true, "VWAP + Bands")
showRound   = input.bool(true, "Round Numbers")
showSession = input.bool(true, "Session Background")
orMinutes   = input.int(15, "Opening Range Minutes", minval=5, maxval=60, step=5)
roundInc    = input.int(50, "Round Number Increment", options=[25, 50, 100, 250, 500])

// ── Session definitions (ET) ────────────────────────────────────────────────
rthSess  = input.session("0930-1600", "RTH Session")
ethSess  = input.session("1800-0930", "ETH Session")

isRTH    = not na(time(timeframe.period, rthSess, "America/New_York"))
isETH    = not na(time(timeframe.period, ethSess, "America/New_York"))

nyHour   = hour(time, "America/New_York")
nyMinute = minute(time, "America/New_York")
nyTime   = nyHour + nyMinute / 60.0

// ── Previous Day High / Low / Close ─────────────────────────────────────────
[pdh, pdl, pdc] = request.security(syminfo.tickerid, "D", [high[1], low[1], close[1]], lookahead=barmerge.lookahead_on)

var line pdh_line = na
var line pdl_line = na
var line pdc_line = na
var label pdh_lbl = na
var label pdl_lbl = na
var label pdc_lbl = na

if showPD and barstate.islast
    // Clean up old
    if not na(pdh_line)
        line.delete(pdh_line)
        line.delete(pdl_line)
        line.delete(pdc_line)
        label.delete(pdh_lbl)
        label.delete(pdl_lbl)
        label.delete(pdc_lbl)

    pdh_line := line.new(bar_index - 50, pdh, bar_index + 5, pdh, color=color.red, width=2)
    pdl_line := line.new(bar_index - 50, pdl, bar_index + 5, pdl, color=color.green, width=2)
    pdc_line := line.new(bar_index - 50, pdc, bar_index + 5, pdc, color=color.blue, width=1, style=line.style_dashed)

    pdh_lbl := label.new(bar_index + 6, pdh, "PDH " + str.tostring(pdh, format.mintick), style=label.style_none, textcolor=color.red, size=size.small)
    pdl_lbl := label.new(bar_index + 6, pdl, "PDL " + str.tostring(pdl, format.mintick), style=label.style_none, textcolor=color.green, size=size.small)
    pdc_lbl := label.new(bar_index + 6, pdc, "PDC " + str.tostring(pdc, format.mintick), style=label.style_none, textcolor=color.blue, size=size.small)

// ── Overnight High / Low ────────────────────────────────────────────────────
var float onHigh = na
var float onLow  = na

// Reset at ETH start (18:00 ET)
isETHStart = nyHour == 18 and nyMinute < (timeframe.in_seconds() / 60)
if isETHStart
    onHigh := high
    onLow  := low

// Track during ETH before RTH open
if isETH and not isRTH
    onHigh := math.max(nz(onHigh, high), high)
    onLow  := math.min(nz(onLow, low), low)

var line onh_line = na
var line onl_line = na
var label onh_lbl = na
var label onl_lbl = na

if showON and barstate.islast and not na(onHigh)
    if not na(onh_line)
        line.delete(onh_line)
        line.delete(onl_line)
        label.delete(onh_lbl)
        label.delete(onl_lbl)

    onh_line := line.new(bar_index - 50, onHigh, bar_index + 5, onHigh, color=color.red, width=1, style=line.style_dotted)
    onl_line := line.new(bar_index - 50, onLow, bar_index + 5, onLow, color=color.green, width=1, style=line.style_dotted)
    onh_lbl := label.new(bar_index + 6, onHigh, "ONH " + str.tostring(onHigh, format.mintick), style=label.style_none, textcolor=color.red, size=size.small)
    onl_lbl := label.new(bar_index + 6, onLow, "ONL " + str.tostring(onLow, format.mintick), style=label.style_none, textcolor=color.green, size=size.small)

// ── Opening Range ───────────────────────────────────────────────────────────
var float orHigh = na
var float orLow  = na
var bool  orDone = false

isRTHOpen = nyHour == 9 and nyMinute == 30
if isRTHOpen
    orHigh := high
    orLow  := low
    orDone := false

orEndMinute = 30 + orMinutes
orEndHour   = 9 + orEndMinute / 60
orEndMin    = orEndMinute % 60

inOR = isRTH and not orDone and (nyHour == 9 and nyMinute >= 30 or (nyHour == orEndHour and nyMinute < orEndMin and orEndHour > 9))
if inOR and nyHour == 9 and nyMinute >= 30
    orHigh := math.max(nz(orHigh, high), high)
    orLow  := math.min(nz(orLow, low), low)

if isRTH and nyHour * 60 + nyMinute >= orEndHour * 60 + orEndMin
    orDone := true

var line orh_line = na
var line orl_line = na
var label orh_lbl = na
var label orl_lbl = na

if showOR and barstate.islast and orDone and not na(orHigh)
    if not na(orh_line)
        line.delete(orh_line)
        line.delete(orl_line)
        label.delete(orh_lbl)
        label.delete(orl_lbl)

    orh_line := line.new(bar_index - 50, orHigh, bar_index + 5, orHigh, color=color.yellow, width=3)
    orl_line := line.new(bar_index - 50, orLow, bar_index + 5, orLow, color=color.yellow, width=3)
    orh_lbl := label.new(bar_index + 6, orHigh, "OR High " + str.tostring(orHigh, format.mintick), style=label.style_none, textcolor=color.yellow, size=size.small)
    orl_lbl := label.new(bar_index + 6, orLow, "OR Low " + str.tostring(orLow, format.mintick), style=label.style_none, textcolor=color.yellow, size=size.small)

// ── VWAP + Bands ────────────────────────────────────────────────────────────
// Using built-in ta.vwap with standard deviation bands
vwapVal = ta.vwap(hlc3)
vwapDev = ta.stdev(hlc3 - vwapVal, 20)

plot(showVWAP ? vwapVal : na, "VWAP", color=color.purple, linewidth=2)
plot(showVWAP ? vwapVal + vwapDev : na, "VWAP +1σ", color=color.new(color.purple, 70), linewidth=1)
plot(showVWAP ? vwapVal - vwapDev : na, "VWAP -1σ", color=color.new(color.purple, 70), linewidth=1)
plot(showVWAP ? vwapVal + 2 * vwapDev : na, "VWAP +2σ", color=color.new(color.purple, 85), linewidth=1, style=plot.style_dotted)
plot(showVWAP ? vwapVal - 2 * vwapDev : na, "VWAP -2σ", color=color.new(color.purple, 85), linewidth=1, style=plot.style_dotted)

// ── Round Numbers ───────────────────────────────────────────────────────────
if showRound and barstate.islast
    float baseLevel = math.floor(close / roundInc) * roundInc
    for i = -3 to 3
        float lvl = baseLevel + i * roundInc
        line.new(bar_index - 50, lvl, bar_index + 5, lvl, color=color.new(color.gray, 70), width=1)

// ── Session Background Shading ──────────────────────────────────────────────
preMarket  = nyTime >= 4.0  and nyTime < 9.5
nyOpen     = nyTime >= 9.5  and nyTime < 11.0
lunch      = nyTime >= 11.0 and nyTime < 13.0
afternoon  = nyTime >= 13.0 and nyTime < 15.0
mktClose   = nyTime >= 15.0 and nyTime < 16.0

bgColor = showSession ?
     preMarket ? color.new(color.blue, 95) :
     nyOpen    ? color.new(color.green, 95) :
     lunch     ? color.new(color.yellow, 95) :
     afternoon ? color.new(color.green, 95) :
     mktClose  ? color.new(color.orange, 95) :
     na : na

bgcolor(bgColor)