Key Levels MP

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © midnight pickle
//
// ============================================================================
//  Key Levels MP
//  Asia session, Monday range, D/W/M/Y highs, lows, mids, opens
//  — with smart level merging
//
//  Split out of the "Pivots + Key Levels" master script. Logic is unchanged;
//  the Pivots half now lives in its own indicator, so this script has the full
//  500-line / 500-label object budget to itself.
// ============================================================================

//@version=6
indicator('Key Levels MP', shorttitle='Key Levels MP', overlay=true, max_lines_count=500, max_labels_count=500, max_bars_back=5000)

// ============================================================================
// ██ KEY LEVELS ██
// ============================================================================

// 🔹 STYLE CONSTANTS
opt_solid = 'Solid'
opt_dashed = 'Dashed'
opt_dotted = 'Dotted'

// Helper function to convert string to line style
get_line_style(style_str) =>
    style_str == opt_dashed ? line.style_dashed : style_str == opt_dotted ? line.style_dotted : line.style_solid

// 🔹 MASTER CONTROLS
grp_master = '🎯 Key Levels · Master Controls'

master_key = input.bool(true, '🔥 Master Toggle: All Key Levels', group=grp_master)

master_key_col_on = input.bool(false, '🎨 Use Single Master Color', group=grp_master, inline='mkc')
master_key_col = input.color(color.white, '', group=grp_master, inline='mkc')

master_key_style_on = input.bool(false, '〰️ Use Single Master Style', group=grp_master, inline='mks')
master_key_style = input.string(opt_solid, '', options=[opt_solid, opt_dashed, opt_dotted], group=grp_master, inline='mks')

master_key_width_on = input.bool(false, '📏 Use Single Master Width', group=grp_master, inline='mkw')
master_key_width = input.int(1, '', minval=1, maxval=10, group=grp_master, inline='mkw')

// Line length + merge tolerance (defaults preserve prior behavior)
line_len = input.int(10, 'Line Length (bars)', minval=1, group=grp_master)
merge_ticks = input.float(2, 'Merge Tolerance (ticks)', minval=0, group=grp_master, tooltip='Two levels closer than this many ticks are merged onto one line.')

// 🔹 ASIA SESSION
grp_asia = '🌏 Key Levels · Asia Session'

show_asia = input.bool(true, 'Show Asia H/L', group=grp_asia)
show_asia_mid = input.bool(true, 'Show Asia 50%', group=grp_asia)
asia_live = input.bool(true, 'Track Session Live', group=grp_asia, tooltip='On: while the Asia window is open the levels update with it. Off: only the last completed session is drawn, so the levels sit still until the window closes.')
asia_sess = input.session('1600-1800', 'Session', group=grp_asia, tooltip='Default is the 16:00-18:00 New York post-US-close consolidation window (the "Asia Box"). For the full Tokyo cash session use 0900-1800 with Asia/Tokyo, or 0000-0800 with UTC.')
asia_tz = input.string('America/New_York', 'Session Timezone', options=['America/New_York', 'UTC', 'Asia/Tokyo', 'Asia/Singapore', 'Asia/Hong_Kong', 'Europe/London', 'Pacific/Auckland'], group=grp_asia, tooltip='Anchor the session to the exchange that sets the schedule, not to your own clock. New York, London and Auckland observe DST; Tokyo, Singapore, Hong Kong and UTC do not.')
col_asia = input.color(color.new(color.aqua, 20), 'Color', group=grp_asia, inline='a1')
style_asia = input.string(opt_dashed, 'Style', options=[opt_solid, opt_dashed, opt_dotted], group=grp_asia, inline='a1')
width_asia = input.int(1, 'Width', minval=1, maxval=10, group=grp_asia, inline='a1')

// 🔹 MONDAY RANGE
grp_mon = '📅 Key Levels · Monday Range'

show_mon = input.bool(true, 'Show Monday Range (H/L/O)', group=grp_mon)
col_mon = input.color(color.new(color.teal, 30), 'Color', group=grp_mon, inline='m1')
style_mon = input.string(opt_solid, 'Style', options=[opt_solid, opt_dashed, opt_dotted], group=grp_mon, inline='m1')
width_mon = input.int(1, 'Width', minval=1, maxval=10, group=grp_mon, inline='m1')

// 🔹 DAILY LEVELS
grp_daily = '📆 Key Levels · Daily'

show_do = input.bool(true, 'Show Daily Open', group=grp_daily)
show_pd = input.bool(true, 'Show Previous Day H/L', group=grp_daily)
show_pd_mid = input.bool(true, 'Show Previous Day 50%', group=grp_daily)
col_pd = input.color(color.new(color.gray, 30), 'Color', group=grp_daily, inline='d1')
style_pd = input.string(opt_solid, 'Style', options=[opt_solid, opt_dashed, opt_dotted], group=grp_daily, inline='d1')
width_pd = input.int(1, 'Width', minval=1, maxval=10, group=grp_daily, inline='d1')

// 🔹 WEEKLY LEVELS
grp_weekly = '📊 Key Levels · Weekly'

show_cw = input.bool(true, 'Show Current Week H/L', group=grp_weekly)
show_cw_mid = input.bool(true, 'Show Current Week 50%', group=grp_weekly)
col_cw = input.color(color.new(color.orange, 10), 'CW Color', group=grp_weekly, inline='w1')
style_cw = input.string(opt_solid, 'Style', options=[opt_solid, opt_dashed, opt_dotted], group=grp_weekly, inline='w1')
width_cw = input.int(2, 'Width', minval=1, maxval=10, group=grp_weekly, inline='w1')

show_pw = input.bool(true, 'Show Previous Week H/L', group=grp_weekly)
show_pw_mid = input.bool(true, 'Show Previous Week 50%', group=grp_weekly)
col_pw = input.color(color.new(color.orange, 30), 'PW Color', group=grp_weekly, inline='w2')
style_pw = input.string(opt_solid, 'Style', options=[opt_solid, opt_dashed, opt_dotted], group=grp_weekly, inline='w2')
width_pw = input.int(2, 'Width', minval=1, maxval=10, group=grp_weekly, inline='w2')

// 🔹 MONTHLY LEVELS
grp_monthly = '📈 Key Levels · Monthly'

show_cm = input.bool(true, 'Show Current Month H/L', group=grp_monthly)
show_cm_mid = input.bool(true, 'Show Current Month 50%', group=grp_monthly)
col_cm = input.color(color.new(color.red, 10), 'CM Color', group=grp_monthly, inline='mo1')
style_cm = input.string(opt_solid, 'Style', options=[opt_solid, opt_dashed, opt_dotted], group=grp_monthly, inline='mo1')
width_cm = input.int(2, 'Width', minval=1, maxval=10, group=grp_monthly, inline='mo1')

show_pm = input.bool(true, 'Show Previous Month H/L', group=grp_monthly)
show_pm_mid = input.bool(true, 'Show Previous Month 50%', group=grp_monthly)
col_pm = input.color(color.new(color.red, 30), 'PM Color', group=grp_monthly, inline='mo2')
style_pm = input.string(opt_solid, 'Style', options=[opt_solid, opt_dashed, opt_dotted], group=grp_monthly, inline='mo2')
width_pm = input.int(2, 'Width', minval=1, maxval=10, group=grp_monthly, inline='mo2')

// 🔹 YEARLY LEVELS
grp_yearly = '📅 Key Levels · Yearly'

show_cy = input.bool(true, 'Show Current Year H/L', group=grp_yearly)
show_cy_mid = input.bool(true, 'Show Current Year 50%', group=grp_yearly)
show_cy_open = input.bool(true, 'Show Current Year Open', group=grp_yearly)
col_cy = input.color(color.new(color.maroon, 10), 'CY Color', group=grp_yearly, inline='y1')
style_cy = input.string(opt_solid, 'Style', options=[opt_solid, opt_dashed, opt_dotted], group=grp_yearly, inline='y1')
width_cy = input.int(3, 'Width', minval=1, maxval=10, group=grp_yearly, inline='y1')

show_py = input.bool(true, 'Show Previous Year H/L', group=grp_yearly)
show_py_mid = input.bool(true, 'Show Previous Year 50%', group=grp_yearly)
col_py = input.color(color.new(color.maroon, 30), 'PY Color', group=grp_yearly, inline='y2')
style_py = input.string(opt_solid, 'Style', options=[opt_solid, opt_dashed, opt_dotted], group=grp_yearly, inline='y2')
width_py = input.int(3, 'Width', minval=1, maxval=10, group=grp_yearly, inline='y2')

// 🔹 KEY LEVELS LOGIC

// 1. Fetch Data
// "previous period" levels use [1] + lookahead_on (confirmed prior period, non-repainting).
// "current period" levels use no-offset + lookahead_off (developing period, updates live by design).
//
// WHY THE CURRENT-PERIOD PATTERN IS CORRECT HERE, AND WHERE IT IS NOT.
// request.security(..., lookahead_off) with no offset returns two different
// things depending on the bar: on a HISTORICAL bar it returns the last CLOSED
// higher-timeframe value (so mid-week it hands back last week's high), and on
// a REALTIME bar it returns the live developing value.
//
// That is fine in this script because every key level is drawn inside
// `if master_key and barstate.islast` — only the realtime bar is ever read, so
// only the developing value is ever displayed. Two caveats follow from that:
//   * In bar-replay, barstate.islast is a historical bar, so the "current"
//     week/month/year lines will show the PREVIOUS period's extreme.
//   * Do not reuse these variables in an alertcondition, or port them into a
//     strategy. There the historical path is evaluated on every bar and the
//     backtest silently trades a different series than the live script.
//
// Computing these natively with a timeframe.change() reset (the way the Monday
// range below is built) would fix the replay case, but it would BREAK the
// monthly and yearly levels on intraday charts: native accumulation only sees
// the bars actually loaded, which on a 5m chart is a few weeks, not a year.
// request.security is the right tool for deep periods; the constraint is that
// its result is only trustworthy on the last bar.

// --- Daily ---
d_o = request.security(syminfo.tickerid, 'D', open, lookahead=barmerge.lookahead_off)
[d_h, d_l] = request.security(syminfo.tickerid, 'D', [high[1], low[1]], lookahead=barmerge.lookahead_on)
d_mid = (d_h + d_l) / 2

// --- Weekly ---
[cw_h, cw_l] = request.security(syminfo.tickerid, 'W', [high, low], lookahead=barmerge.lookahead_off)
cw_mid = (cw_h + cw_l) / 2
[w_h, w_l] = request.security(syminfo.tickerid, 'W', [high[1], low[1]], lookahead=barmerge.lookahead_on)
w_mid = (w_h + w_l) / 2

// --- Monthly ---
[cm_h, cm_l] = request.security(syminfo.tickerid, 'M', [high, low], lookahead=barmerge.lookahead_off)
cm_mid = (cm_h + cm_l) / 2
[m_h, m_l] = request.security(syminfo.tickerid, 'M', [high[1], low[1]], lookahead=barmerge.lookahead_on)
m_mid = (m_h + m_l) / 2

// --- Yearly ---
[cy_h, cy_l, cy_o] = request.security(syminfo.tickerid, '12M', [high, low, open], lookahead=barmerge.lookahead_off)
cy_mid = (cy_h + cy_l) / 2
[py_h, py_l] = request.security(syminfo.tickerid, '12M', [high[1], low[1]], lookahead=barmerge.lookahead_on)
py_mid = (py_h + py_l) / 2

// 2. Monday Logic
var float mon_h = na
var float mon_l = na
var float mon_o = na
var bool mon_active = false

is_new_week = ta.change(time('W')) != 0

if is_new_week
    mon_h := na
    mon_l := na
    mon_o := na
    mon_active := false

is_monday = dayofweek == dayofweek.monday

if is_monday
    if not mon_active
        mon_h := high
        mon_l := low
        mon_o := open
        mon_active := true
    else
        mon_h := math.max(mon_h, high)
        mon_l := math.min(mon_l, low)

// 3. Asia Session Logic
//
// Native accumulation, not request.security. The Asia window is an intraday
// session, so its bars are already on the chart and there is nothing to fetch.
// That also means these levels are correct in bar-replay, unlike the current
// week/month/year values above.
//
// Requires an intraday chart timeframe that divides the session cleanly — 1m
// through 1H is fine. On 4H+ and daily charts no bar falls inside the window,
// asia_in is never true, and the levels stay na so nothing is drawn.

asia_in = not na(time(timeframe.period, asia_sess, asia_tz))

// Previous bar's state is carried in a var rather than read as asia_in[1].
// nz() has no series-bool overload in v6, and an unguarded asia_in[1] is na on
// bar 0, which makes the session-start test na (falsy) and silently skips the
// first session. A var initialised to false has neither problem.
var bool asia_was_in = false

var float asia_dev_h = na    // session currently forming
var float asia_dev_l = na
var float asia_h = na        // last completed session
var float asia_l = na

if asia_in and not asia_was_in
    // first bar of a new session
    asia_dev_h := high
    asia_dev_l := low
else if asia_in
    asia_dev_h := math.max(asia_dev_h, high)
    asia_dev_l := math.min(asia_dev_l, low)

if not asia_in and asia_was_in
    // session just closed — freeze it
    asia_h := asia_dev_h
    asia_l := asia_dev_l

asia_was_in := asia_in

// Draw the developing session while it is open (if wanted), else the last
// completed one. Both are na until the first session in the loaded history
// finishes, and merge_or_add_level skips na prices, so nothing is drawn.
asia_disp_h = asia_in and asia_live ? asia_dev_h : asia_h
asia_disp_l = asia_in and asia_live ? asia_dev_l : asia_l
asia_disp_mid = (asia_disp_h + asia_disp_l) / 2

// 4. Draw Active Key Levels (Smart Aggregation Engine)
var active_key_lines = array.new_line()
var active_key_labels = array.new_label()

format_price(price) =>
    if syminfo.mintick < 0.00001
        str.tostring(price, "#.#####")
    else if syminfo.mintick < 0.0001
        str.tostring(price, "#.####")
    else if syminfo.mintick < 0.001
        str.tostring(price, "#.###")
    else if syminfo.mintick < 0.01
        str.tostring(price, "#.##")
    else if syminfo.mintick < 0.1
        str.tostring(price, "#.#")
    else
        str.tostring(math.round(price))

merge_or_add_level(prices, names, colors, widths, styles, show, price, name, col, w, s) =>
    if show and not na(price)
        idx = -1
        if array.size(prices) > 0
            for i = 0 to array.size(prices) - 1
                if math.abs(array.get(prices, i) - price) <= (syminfo.mintick * merge_ticks)
                    idx := i
                    break
        if idx != -1
            existing_name = array.get(names, idx)
            array.set(names, idx, existing_name + "  |  " + name)
        else
            array.push(prices, price)
            array.push(names, name)
            array.push(colors, col)
            array.push(widths, w)
            array.push(styles, s)

if master_key and barstate.islast
    // Clean up previous tick's drawings
    if array.size(active_key_lines) > 0
        for i = 0 to array.size(active_key_lines) - 1
            line.delete(array.get(active_key_lines, i))
            label.delete(array.get(active_key_labels, i))
        array.clear(active_key_lines)
        array.clear(active_key_labels)

    // Temporary arrays to hold aggregated levels for this tick
    prices = array.new_float()
    names = array.new_string()
    colors = array.new_color()
    widths = array.new_int()
    styles = array.new_string()

    // Determine values based on master toggles
    c_asia = master_key_col_on ? master_key_col : col_asia
    s_asia = master_key_style_on ? master_key_style : style_asia
    w_asia = master_key_width_on ? master_key_width : width_asia

    c_mon = master_key_col_on ? master_key_col : col_mon
    s_mon = master_key_style_on ? master_key_style : style_mon
    w_mon = master_key_width_on ? master_key_width : width_mon

    c_pd = master_key_col_on ? master_key_col : col_pd
    s_pd = master_key_style_on ? master_key_style : style_pd
    w_pd = master_key_width_on ? master_key_width : width_pd

    c_cw = master_key_col_on ? master_key_col : col_cw
    s_cw = master_key_style_on ? master_key_style : style_cw
    w_cw = master_key_width_on ? master_key_width : width_cw

    c_pw = master_key_col_on ? master_key_col : col_pw
    s_pw = master_key_style_on ? master_key_style : style_pw
    w_pw = master_key_width_on ? master_key_width : width_pw

    c_cm = master_key_col_on ? master_key_col : col_cm
    s_cm = master_key_style_on ? master_key_style : style_cm
    w_cm = master_key_width_on ? master_key_width : width_cm

    c_pm = master_key_col_on ? master_key_col : col_pm
    s_pm = master_key_style_on ? master_key_style : style_pm
    w_pm = master_key_width_on ? master_key_width : width_pm

    c_cy = master_key_col_on ? master_key_col : col_cy
    s_cy = master_key_style_on ? master_key_style : style_cy
    w_cy = master_key_width_on ? master_key_width : width_cy

    c_py = master_key_col_on ? master_key_col : col_py
    s_py = master_key_style_on ? master_key_style : style_py
    w_py = master_key_width_on ? master_key_width : width_py

    // Add levels in order: Shortest timeframe → Longest timeframe
    // NOTE (design): first level added at a coinciding price keeps its style/color/width;
    // later ones only append their name. So shorter timeframes win styling on overlap.
    // To make the higher timeframe dominate, reverse the add order below.

    // Asia Session
    merge_or_add_level(prices, names, colors, widths, styles, show_asia, asia_disp_h, "Asia H", c_asia, w_asia, s_asia)
    merge_or_add_level(prices, names, colors, widths, styles, show_asia, asia_disp_l, "Asia L", c_asia, w_asia, s_asia)
    merge_or_add_level(prices, names, colors, widths, styles, show_asia_mid, asia_disp_mid, "Asia 50%", c_asia, w_asia, s_asia)

    // Monday Range
    merge_or_add_level(prices, names, colors, widths, styles, show_mon, mon_h, "Mon H", c_mon, w_mon, s_mon)
    merge_or_add_level(prices, names, colors, widths, styles, show_mon, mon_l, "Mon L", c_mon, w_mon, s_mon)
    merge_or_add_level(prices, names, colors, widths, styles, show_mon, mon_o, "Mon O", c_mon, w_mon, s_mon)

    // Daily Levels
    merge_or_add_level(prices, names, colors, widths, styles, show_do, d_o, "D Open", c_pd, w_pd, s_pd)
    merge_or_add_level(prices, names, colors, widths, styles, show_pd, d_h, "PDH", c_pd, w_pd, s_pd)
    merge_or_add_level(prices, names, colors, widths, styles, show_pd, d_l, "PDL", c_pd, w_pd, s_pd)
    merge_or_add_level(prices, names, colors, widths, styles, show_pd_mid, d_mid, "PD 50%", c_pd, w_pd, s_pd)

    // Current Weekly Levels
    merge_or_add_level(prices, names, colors, widths, styles, show_cw, cw_h, "CW High", c_cw, w_cw, s_cw)
    merge_or_add_level(prices, names, colors, widths, styles, show_cw, cw_l, "CW Low", c_cw, w_cw, s_cw)
    merge_or_add_level(prices, names, colors, widths, styles, show_cw_mid, cw_mid, "CW 50%", c_cw, w_cw, s_cw)

    // Previous Weekly Levels
    merge_or_add_level(prices, names, colors, widths, styles, show_pw, w_h, "PWH", c_pw, w_pw, s_pw)
    merge_or_add_level(prices, names, colors, widths, styles, show_pw, w_l, "PWL", c_pw, w_pw, s_pw)
    merge_or_add_level(prices, names, colors, widths, styles, show_pw_mid, w_mid, "PW 50%", c_pw, w_pw, s_pw)

    // Current Monthly Levels
    merge_or_add_level(prices, names, colors, widths, styles, show_cm, cm_h, "CM High", c_cm, w_cm, s_cm)
    merge_or_add_level(prices, names, colors, widths, styles, show_cm, cm_l, "CM Low", c_cm, w_cm, s_cm)
    merge_or_add_level(prices, names, colors, widths, styles, show_cm_mid, cm_mid, "CM 50%", c_cm, w_cm, s_cm)

    // Previous Monthly Levels
    merge_or_add_level(prices, names, colors, widths, styles, show_pm, m_h, "PMH", c_pm, w_pm, s_pm)
    merge_or_add_level(prices, names, colors, widths, styles, show_pm, m_l, "PML", c_pm, w_pm, s_pm)
    merge_or_add_level(prices, names, colors, widths, styles, show_pm_mid, m_mid, "PM 50%", c_pm, w_pm, s_pm)

    // Current Yearly Levels
    merge_or_add_level(prices, names, colors, widths, styles, show_cy, cy_h, "CY High", c_cy, w_cy, s_cy)
    merge_or_add_level(prices, names, colors, widths, styles, show_cy, cy_l, "CY Low", c_cy, w_cy, s_cy)
    merge_or_add_level(prices, names, colors, widths, styles, show_cy_mid, cy_mid, "CY 50%", c_cy, w_cy, s_cy)
    merge_or_add_level(prices, names, colors, widths, styles, show_cy_open, cy_o, "CY Open", c_cy, w_cy, s_cy)

    // Previous Yearly Levels
    merge_or_add_level(prices, names, colors, widths, styles, show_py, py_h, "PYH", c_py, w_py, s_py)
    merge_or_add_level(prices, names, colors, widths, styles, show_py, py_l, "PYL", c_py, w_py, s_py)
    merge_or_add_level(prices, names, colors, widths, styles, show_py_mid, py_mid, "PY 50%", c_py, w_py, s_py)

    // Draw the newly merged levels onto the chart (lines extend `line_len` bars)
    if array.size(prices) > 0
        for i = 0 to array.size(prices) - 1
            lvl_p = array.get(prices, i)
            n = array.get(names, i)
            c = array.get(colors, i)
            w = array.get(widths, i)
            s_str = array.get(styles, i)

            line_style = get_line_style(s_str)

            price_formatted = format_price(lvl_p)
            label_text = n + "  (" + price_formatted + ")"

            ln = line.new(bar_index, lvl_p, bar_index + line_len, lvl_p, color=c, width=w, style=line_style)
            lb = label.new(bar_index + line_len, lvl_p, label_text, color=na, textcolor=c, style=label.style_label_left, size=size.small)

            array.push(active_key_lines, ln)
            array.push(active_key_labels, lb)