Momentum FX Order Block Zones

//@version=5
indicator("Momentum FX - Order Block Zones [6Y Validated]", overlay=true, max_boxes_count=50, max_lines_count=50)

// ============================================================================
// MOMENTUM FX RESEARCH - 6-YEAR VALIDATION (2020-2025)
// ============================================================================
// Research: Periodic Institutional Order Flow and Supply-Demand Zone Formation
// Validated: 2.4M bars, 99.9%+ statistical confidence (p<0.001)
// Pattern strengthened during COVID crash (2.80x concentration)
//
// KEY FINDINGS:
// - Zones form 2.56x more during Order Block (OB) time windows
// - OB Windows: xx:55-05 (hourly) + xx:30±3 (half-hourly)
// - Best instrument: XAUUSD (95.3% OB concentration)
//
// MULTI-TIMEFRAME APPROACH:
// - M5: Zone detection (this indicator detects zones)
// - M15: Primary analysis timeframe
// - H1: Trend direction confirmation
//
// Contact: momentumfxtrading25@gmail.com
// Research: https://mikedconcepcion.github.io/momentumfx-research/
// ============================================================================

// ============================================================================
// SETTINGS
// ============================================================================

// Zone Detection Settings
var g1 = "═══════════ ZONE DETECTION ═══════════"
minConsolidation = input.int(3, "Min Consolidation Candles", minval=2, maxval=10, group=g1, tooltip="Minimum candles in consolidation before breakout")
zoneWidthATR = input.float(0.5, "Zone Width (ATR)", minval=0.1, maxval=2.0, step=0.1, group=g1, tooltip="Zone width as multiple of ATR (0.5 = validated)")
minVelocityATR = input.float(1.0, "Min Breakout Velocity (ATR)", minval=0.5, maxval=3.0, step=0.1, group=g1, tooltip="Minimum breakout strength (1.0 = validated)")
maxZoneAge = input.int(50, "Max Zone Age (bars)", minval=10, maxval=200, group=g1, tooltip="How long to show zones before removing")

// Order Block Time Windows
var g2 = "═══════════ ORDER BLOCK WINDOWS ═══════════"
enableOBFilter = input.bool(true, "Enable OB Time Filter", group=g2, tooltip="Only show zones formed during OB windows (validated: 2.56x concentration)")
hourlyWindowMins = input.int(5, "Hourly Turn Window (±mins)", minval=3, maxval=10, group=g2, tooltip="xx:55-05 UTC (validated: 5 minutes)")
halfHourWindowMins = input.int(3, "Half-Hour Window (±mins)", minval=2, maxval=5, group=g2, tooltip="xx:30±3 UTC (validated: 3 minutes)")
showOBBackground = input.bool(true, "Show OB Window Background", group=g2, tooltip="Highlight when in OB time window")

// Trend Filter (H1 for trend)
var g3 = "═══════════ TREND FILTER (H1) ═══════════"
enableTrendFilter = input.bool(true, "Enable Trend Filter", group=g3, tooltip="Only show zones aligned with H1 trend")
adxPeriod = input.int(14, "ADX Period", minval=7, maxval=28, group=g3)
adxThreshold = input.float(25.0, "ADX Threshold", minval=15.0, maxval=40.0, step=1.0, group=g3, tooltip="ADX > 25 = trending (validated)")
trendTF = input.timeframe("60", "Trend Timeframe", group=g3, tooltip="Timeframe for trend detection (recommend H1)")

// Visual Settings
var g4 = "═══════════ VISUAL SETTINGS ═══════════"
demandColor = input.color(color.new(color.green, 85), "Demand Zone Color", group=g4)
supplyColor = input.color(color.new(color.red, 85), "Supply Zone Color", group=g4)
demandBorder = input.color(color.new(color.green, 0), "Demand Border", group=g4)
supplyBorder = input.color(color.new(color.red, 0), "Supply Border", group=g4)
obWindowColor = input.color(color.new(color.orange, 95), "OB Window Background", group=g4)
showLabels = input.bool(true, "Show Zone Labels", group=g4)
showOBLabels = input.bool(true, "Show OB Window Labels", group=g4)

// Alerts
var g5 = "═══════════ ALERTS ═══════════"
enableAlerts = input.bool(false, "Enable Zone Alerts", group=g5, tooltip="Alert when new zone forms during OB window")

// ============================================================================
// HELPER FUNCTIONS
// ============================================================================

// Calculate ATR
calcATR(period) =>
    tr = ta.tr(true)
    ta.sma(tr, period)

// Check if current time is in OB window
isOBTime() =>
    minute = minute(time)

    // Hourly turn: xx:55-59 and xx:00-05
    isHourlyTurn = (minute >= (60 - hourlyWindowMins) and minute <= 59) or (minute >= 0 and minute <= hourlyWindowMins)

    // Half-hour: xx:27-33 (30 ± 3)
    isHalfHour = (minute >= (30 - halfHourWindowMins) and minute <= (30 + halfHourWindowMins))

    isHourlyTurn or isHalfHour

// Get OB window type
getOBWindowType() =>
    minute = minute(time)
    isHourlyTurn = (minute >= (60 - hourlyWindowMins) and minute <= 59) or (minute >= 0 and minute <= hourlyWindowMins)
    isHalfHour = (minute >= (30 - halfHourWindowMins) and minute <= (30 + halfHourWindowMins))

    if isHourlyTurn
        "HOURLY"
    else if isHalfHour
        "HALF-HR"
    else
        "OTHER"

// ============================================================================
// TREND ANALYSIS (Higher Timeframe)
// ============================================================================

// ADX Calculation
[plusDI, minusDI, adxValue] = ta.dmi(adxPeriod, adxPeriod)

// Get higher timeframe trend
[htfPlusDI, htfMinusDI, htfADX] = request.security(syminfo.tickerid, trendTF, [plusDI, minusDI, adxValue], lookahead=barmerge.lookahead_off)

// Trend direction
isBullishTrend = htfPlusDI > htfMinusDI and htfADX > adxThreshold
isBearishTrend = htfMinusDI > htfPlusDI and htfADX > adxThreshold
isTrending = htfADX > adxThreshold

// ============================================================================
// ZONE DETECTION (Current Timeframe - M5)
// ============================================================================

// Calculate ATR for zone sizing
atr = calcATR(14)

// Detect consolidation areas
var float consol_high = na
var float consol_low = na
var int consol_bars = 0
var bool in_consolidation = false

// Simple consolidation detection
range_size = high - low
avg_range = ta.sma(range_size, 10)

// Check if current bar is consolidating
is_consolidating = range_size < (atr * 1.5)

// Track consolidation
if is_consolidating
    if not in_consolidation
        consol_high := high
        consol_low := low
        consol_bars := 1
        in_consolidation := true
    else
        consol_high := math.max(consol_high, high)
        consol_low := math.min(consol_low, low)
        consol_bars += 1
else
    in_consolidation := false

// Detect breakouts from consolidation
var bool new_demand_zone = false
var bool new_supply_zone = false
var float zone_top = na
var float zone_bottom = na
var int zone_birth_bar = na
var bool zone_formed_in_ob = false

// Check for bullish breakout (Demand Zone)
if not is_consolidating and consol_bars >= minConsolidation
    breakout_size = close - consol_high
    velocity = breakout_size / atr

    if velocity > minVelocityATR and close > consol_high
        // Check if formed during OB window
        formed_in_ob = isOBTime()

        // Apply OB filter if enabled
        pass_ob_filter = not enableOBFilter or formed_in_ob

        // Apply trend filter if enabled
        pass_trend_filter = not enableTrendFilter or isBullishTrend

        if pass_ob_filter and pass_trend_filter
            new_demand_zone := true
            zone_bottom := consol_low
            zone_top := zone_bottom + (atr * zoneWidthATR)
            zone_birth_bar := bar_index
            zone_formed_in_ob := formed_in_ob

            // Reset consolidation
            consol_bars := 0

// Check for bearish breakout (Supply Zone)
if not is_consolidating and consol_bars >= minConsolidation
    breakout_size = consol_low - close
    velocity = breakout_size / atr

    if velocity > minVelocityATR and close < consol_low
        // Check if formed during OB window
        formed_in_ob = isOBTime()

        // Apply OB filter if enabled
        pass_ob_filter = not enableOBFilter or formed_in_ob

        // Apply trend filter if enabled
        pass_trend_filter = not enableTrendFilter or isBearishTrend

        if pass_ob_filter and pass_trend_filter
            new_supply_zone := true
            zone_top := consol_high
            zone_bottom := zone_top - (atr * zoneWidthATR)
            zone_birth_bar := bar_index
            zone_formed_in_ob := formed_in_ob

            // Reset consolidation
            consol_bars := 0

// ============================================================================
// ZONE STORAGE & MANAGEMENT
// ============================================================================

// Store zones in arrays
var array<box> demandZones = array.new<box>()
var array<box> supplyZones = array.new<box>()
var array<label> zoneLabels = array.new<label>()
var array<int> zoneBirthBars = array.new<int>()

// Create demand zone
if new_demand_zone
    // Remove old zones if max reached
    if array.size(demandZones) >= 25
        oldBox = array.shift(demandZones)
        box.delete(oldBox)
        oldLabel = array.shift(zoneLabels)
        label.delete(oldLabel)
        array.shift(zoneBirthBars)

    // Create new zone box
    zoneBox = box.new(
        left=bar_index,
        top=zone_top,
        right=bar_index + 1,
        bottom=zone_bottom,
        bgcolor=demandColor,
        border_color=demandBorder,
        border_width=2,
        extend=extend.right
    )
    array.push(demandZones, zoneBox)
    array.push(zoneBirthBars, zone_birth_bar)

    // Create label
    if showLabels
        labelText = zone_formed_in_ob ? "BUY ZONE\n[OB]" : "BUY ZONE"
        zoneLabel = label.new(
            x=bar_index,
            y=zone_bottom,
            text=labelText,
            style=label.style_label_up,
            color=color.new(color.green, 20),
            textcolor=color.white,
            size=size.small
        )
        array.push(zoneLabels, zoneLabel)

    // Alert
    if enableAlerts and zone_formed_in_ob
        alert("Demand Zone formed during OB window at " + str.tostring(zone_bottom), alert.freq_once_per_bar)

// Create supply zone
if new_supply_zone
    // Remove old zones if max reached
    if array.size(supplyZones) >= 25
        oldBox = array.shift(supplyZones)
        box.delete(oldBox)
        oldLabel = array.shift(zoneLabels)
        label.delete(oldLabel)
        array.shift(zoneBirthBars)

    // Create new zone box
    zoneBox = box.new(
        left=bar_index,
        top=zone_top,
        right=bar_index + 1,
        bottom=zone_bottom,
        bgcolor=supplyColor,
        border_color=supplyBorder,
        border_width=2,
        extend=extend.right
    )
    array.push(supplyZones, zoneBox)
    array.push(zoneBirthBars, zone_birth_bar)

    // Create label
    if showLabels
        labelText = zone_formed_in_ob ? "SELL ZONE\n[OB]" : "SELL ZONE"
        zoneLabel = label.new(
            x=bar_index,
            y=zone_top,
            text=labelText,
            style=label.style_label_down,
            color=color.new(color.red, 20),
            textcolor=color.white,
            size=size.small
        )
        array.push(zoneLabels, zoneLabel)

    // Alert
    if enableAlerts and zone_formed_in_ob
        alert("Supply Zone formed during OB window at " + str.tostring(zone_top), alert.freq_once_per_bar)

// Clean up old zones (beyond maxZoneAge)
if array.size(zoneBirthBars) > 0
    for i = array.size(zoneBirthBars) - 1 to 0
        birth = array.get(zoneBirthBars, i)
        age = bar_index - birth

        if age > maxZoneAge
            // Remove from demand zones
            if i < array.size(demandZones)
                oldBox = array.get(demandZones, i)
                box.delete(oldBox)
                array.remove(demandZones, i)

            // Remove from supply zones
            if i < array.size(supplyZones)
                oldBox = array.get(supplyZones, i)
                box.delete(oldBox)
                array.remove(supplyZones, i)

            // Remove label
            if i < array.size(zoneLabels)
                oldLabel = array.get(zoneLabels, i)
                label.delete(oldLabel)
                array.remove(zoneLabels, i)

            array.remove(zoneBirthBars, i)

// ============================================================================
// OB WINDOW HIGHLIGHTING
// ============================================================================

// Highlight OB time windows
inOBWindow = isOBTime()
bgcolor(showOBBackground and inOBWindow ? obWindowColor : na, title="OB Window")

// OB Window label at start of window
var label obLabel = na
if inOBWindow and not inOBWindow[1] and showOBLabels
    if not na(obLabel)
        label.delete(obLabel)

    windowType = getOBWindowType()
    obLabel := label.new(
        x=bar_index,
        y=high,
        text=windowType + "\nOB WINDOW",
        style=label.style_label_down,
        color=color.new(color.orange, 30),
        textcolor=color.white,
        size=size.tiny
    )

// ============================================================================
// TREND INDICATOR (Dashboard)
// ============================================================================

// Create dashboard
var table dashboard = table.new(position.top_right, 2, 5, border_width=2, border_color=color.gray, bgcolor=color.new(color.black, 85))

if barstate.islast
    // Header
    table.cell(dashboard, 0, 0, "MOMENTUM FX", text_color=color.white, text_size=size.small, bgcolor=color.new(color.blue, 70))
    table.cell(dashboard, 1, 0, "6Y VALIDATED", text_color=color.white, text_size=size.tiny, bgcolor=color.new(color.blue, 70))

    // Trend
    trendText = isBullishTrend ? "BULLISH" : isBearishTrend ? "BEARISH" : "NEUTRAL"
    trendColor = isBullishTrend ? color.green : isBearishTrend ? color.red : color.gray
    table.cell(dashboard, 0, 1, "H1 Trend:", text_color=color.white, text_size=size.small)
    table.cell(dashboard, 1, 1, trendText, text_color=color.white, text_size=size.small, bgcolor=color.new(trendColor, 70))

    // ADX
    table.cell(dashboard, 0, 2, "ADX:", text_color=color.white, text_size=size.small)
    table.cell(dashboard, 1, 2, str.tostring(htfADX, "#.0"), text_color=color.white, text_size=size.small)

    // OB Window
    obStatus = inOBWindow ? "ACTIVE ✓" : "INACTIVE"
    obColor = inOBWindow ? color.green : color.gray
    table.cell(dashboard, 0, 3, "OB Window:", text_color=color.white, text_size=size.small)
    table.cell(dashboard, 1, 3, obStatus, text_color=color.white, text_size=size.small, bgcolor=color.new(obColor, 70))

    // Zone count
    totalZones = array.size(demandZones) + array.size(supplyZones)
    table.cell(dashboard, 0, 4, "Active Zones:", text_color=color.white, text_size=size.small)
    table.cell(dashboard, 1, 4, str.tostring(totalZones), text_color=color.white, text_size=size.small)

// ============================================================================
// PLOTS FOR BACKTESTING
// ============================================================================

// Plot zone signals (for backtesting/strategy integration)
plotshape(new_demand_zone, style=shape.triangleup, location=location.belowbar, color=color.new(color.green, 0), size=size.small, title="Demand Zone Signal")
plotshape(new_supply_zone, style=shape.triangledown, location=location.abovebar, color=color.new(color.red, 0), size=size.small, title="Supply Zone Signal")

// Plot ATR for reference
plot(enableTrendFilter ? htfADX : na, title="H1 ADX", color=color.new(color.purple, 0), linewidth=2, display=display.none)