Naked POC

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Piotr Kowalski "piecioshka"
// Docs (EN): https://github.com/piecioshka/tradingview-pine-scripts/blob/main/indicators-premium/volume/naked-poc/naked-poc.md
// Docs (PL): https://github.com/piecioshka/tradingview-pine-scripts/blob/main/indicators-premium/volume/naked-poc/naked-poc.pl.md

//@version=6
// Draws the Point of Control (the footprint row with the highest volume) as
// a horizontal line that stays "naked" - extended to the right - until price
// trades through it again. Two modes: the POC of every candle, or the POC of
// the whole session (all footprint rows of the day merged into one profile).
// A session POC is final only when the session ends, so the naked line
// appears at that moment; the ongoing session gets a separate developing
// POC - a dashed line that moves with every bar as volume builds up, and
// turns into a naked POC when the day closes. A tested POC is removed or
// kept in a faded color. Naked POCs are classic magnets: price tends to
// come back to the level where most business was done and left unfinished.
// Requires Premium / Ultimate (request.footprint). Only the chart timeframe.
indicator('Naked POC', overlay = true, max_lines_count = 500, max_labels_count = 500)

GRP = 'Footprint'
ticksPerRow = input.int(10, 'Ticks per row', minval = 1, group = GRP, tooltip = 'Height of a single footprint row in ticks. Decides the POC resolution.')
modeName = input.string('Session', 'POC of', options = ['Session', 'Every candle'], group = GRP, tooltip = 'Session: one POC per day, built from the rows of every candle in that day. Every candle: the POC of each candle separately (a lot of lines - use the volume filter).')
minRatio = input.float(0, 'Min. POC volume vs average (x)', minval = 0, step = 0.5, group = GRP, tooltip = 'In "Every candle" mode only the POCs whose row volume is at least this many times the average POC volume of the last 50 candles are drawn. 0 = every candle.')

GRP_L = 'Lines'
keepTested = input.bool(false, 'Keep tested POCs', group = GRP_L, tooltip = 'Tested lines stay on the chart in the "tested" color, cut at the bar that tested them.')
maxLines = input.int(50, 'Max naked POCs', minval = 1, maxval = 250, group = GRP_L)
showLabel = input.bool(true, 'Show label', group = GRP_L, tooltip = 'A small "nPOC" label with the price at the right end of the line.')
nakedColor = input.color(#FF9800, 'Naked POC', group = GRP_L)
testedColor = input.color(color.new(color.gray, 60), 'Tested POC', group = GRP_L)
lineWidth = input.int(1, 'Line width', minval = 1, maxval = 4, group = GRP_L)
lineStyleName = input.string('Solid', 'Line style', options = ['Solid', 'Dashed', 'Dotted'], group = GRP_L)

GRP_D = 'Developing POC (session mode)'
showDev = input.bool(true, 'Show developing POC', group = GRP_D, tooltip = 'The POC of the ongoing session as a dashed line that moves with every bar. When the session ends it becomes a naked POC.')
devColor = input.color(color.new(#FF9800, 35), 'Developing POC', group = GRP_D)
devStyleName = input.string('Dashed', 'Developing line style', options = ['Solid', 'Dashed', 'Dotted'], group = GRP_D)

styleOf(string name) =>
    switch name
        'Dashed' => line.style_dashed
        'Dotted' => line.style_dotted
        => line.style_solid

lineStyle = styleOf(lineStyleName)
devStyle = styleOf(devStyleName)
rowHeight = syminfo.mintick * ticksPerRow

type Poc
    line ln
    label lb
    float price
    int createdAt
    bool tested = false

var pocs = array.new<Poc>()

newLevel(int x, float price) =>
    ln = line.new(x, price, bar_index, price, xloc = xloc.bar_index, color = nakedColor, style = lineStyle, width = lineWidth)
    lb = showLabel ? label.new(bar_index, price, 'nPOC ' + str.tostring(price, format.mintick), xloc = xloc.bar_index, style = label.style_label_left, color = color.new(color.black, 100), textcolor = nakedColor, size = size.small) : na
    array.push(pocs, Poc.new(ln, lb, price, bar_index))

fp = request.footprint(ticksPerRow, 70)
hasData = not na(fp)

float pocPrice = na
float pocVol = na
if hasData
    row = fp.poc()
    if not na(row)
        pocPrice := (row.up_price() + row.down_price()) / 2
        pocVol := row.total_volume()

// --- Session profile: volume per row bottom price, merged over the day ---
var sessionVol = map.new<float, float>()
var int sessionStartBar = na
newSession = timeframe.change('D')
int newLevels = 0

// Middle price of the row holding the most volume so far in the session.
sessionPoc() =>
    float bestKey = na
    float bestVol = -1
    for key in map.keys(sessionVol)
        v = map.get(sessionVol, key)
        if v > bestVol
            bestVol := v
            bestKey := key
    na(bestKey) ? na : bestKey + rowHeight / 2

var line devLine = na
var label devLabel = na

if modeName == 'Session'
    if newSession and not na(sessionStartBar) and map.size(sessionVol) > 0
        // The previous session is complete - its POC becomes a naked POC.
        finalPoc = sessionPoc()
        if not na(finalPoc)
            newLevel(sessionStartBar, finalPoc)
            newLevels += 1
    if newSession or barstate.isfirst
        map.clear(sessionVol)
        sessionStartBar := bar_index
        line.delete(devLine)
        label.delete(devLabel)
        devLine := na
        devLabel := na
    if hasData and barstate.isconfirmed
        for r in fp.rows()
            key = r.down_price()
            map.put(sessionVol, key, nz(map.get(sessionVol, key)) + r.total_volume())
    // Developing POC of the ongoing session - redrawn on every bar.
    if showDev and map.size(sessionVol) > 0
        devPrice = sessionPoc()
        if not na(devPrice)
            if na(devLine)
                devLine := line.new(sessionStartBar, devPrice, bar_index, devPrice, xloc = xloc.bar_index, color = devColor, style = devStyle, width = lineWidth)
                devLabel := showLabel ? label.new(bar_index, devPrice, 'dPOC ' + str.tostring(devPrice, format.mintick), xloc = xloc.bar_index, style = label.style_label_left, color = color.new(color.black, 100), textcolor = devColor, size = size.small) : na
            else
                line.set_xy1(devLine, sessionStartBar, devPrice)
                line.set_xy2(devLine, bar_index, devPrice)
                if not na(devLabel)
                    label.set_xy(devLabel, bar_index, devPrice)
                    label.set_text(devLabel, 'dPOC ' + str.tostring(devPrice, format.mintick))
else
    avgPocVol = ta.sma(nz(pocVol), 50)
    if hasData and barstate.isconfirmed and not na(pocPrice) and (minRatio == 0 or pocVol >= minRatio * avgPocVol)
        newLevel(bar_index, pocPrice)
        newLevels += 1

// --- Extend naked lines, retire the ones price has traded through ---
int testedNow = 0
if array.size(pocs) > 0
    for k = array.size(pocs) - 1 to 0
        p = array.get(pocs, k)
        if not p.tested
            line.set_x2(p.ln, bar_index)
            if not na(p.lb)
                label.set_x(p.lb, bar_index)
            if bar_index > p.createdAt and low <= p.price and high >= p.price
                p.tested := true
                testedNow += 1
                if keepTested
                    line.set_color(p.ln, testedColor)
                    if not na(p.lb)
                        label.delete(p.lb)
                else
                    line.delete(p.ln)
                    if not na(p.lb)
                        label.delete(p.lb)
                    array.remove(pocs, k)

while array.size(pocs) > maxLines
    old = array.shift(pocs)
    line.delete(old.ln)
    if not na(old.lb)
        label.delete(old.lb)

nakedCount = 0
for p in pocs
    if not p.tested
        nakedCount += 1

devPlot = modeName == 'Session' and not na(devLine) ? line.get_y2(devLine) : na
plot(nakedCount, 'Naked POCs', display = display.data_window)
plot(devPlot, 'Developing POC', display = display.data_window)
plot(pocPrice, 'Candle POC', display = display.data_window)

alertcondition(newLevels > 0, 'New naked POC', 'Naked POC: new level on {{ticker}} {{interval}}')
alertcondition(testedNow > 0, 'POC tested', 'Naked POC: a naked POC was tested on {{ticker}} {{interval}}')