NQ Stats - Initial Balance

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © notprofessorgreen

//@version=6
indicator("NQ Stats - Initial Balance", shorttitle="IB", overlay=true, max_bars_back=5000)

// Options
ib_session = input.session("0830-0930", title="Calculation period for the initial balance", group="Calculation period")
fill_ib_areas = input.bool(true, "Colour IB areas", group="Information")
only_current_zone = input.bool(true, "Only display the current IB calculation area", group="Information")
fill_ib_color = input.color(color.rgb(33, 149, 243, 80), "IB area background color", group="Drawings")
border_color = input.color(color.gray, "Box outline color", group="Drawings")
midpoint_color = input.color(color.gray, "Midpoint line color", group="Drawings")
line_style = input.string("Dotted", "Line style for outline and midpoint", options=["Solid", "Dashed", "Dotted"], group="Drawings")
table_position = input.string("Top Right", "Stats Table Position", options=["Bottom Center", "Bottom Left", "Bottom Right", "Middle Center", "Middle Left", "Middle Right", "Top Center", "Top Left", "Top Right"], group="Stats Table")
table_size = input.string("Tiny", "Stats Table Text Size", options=["Auto", "Tiny", "Small", "Normal", "Large", "Huge"], group="Stats Table")

// Variables
var box ib_area = na
var line ib_midpoint = na
var table stats_table = na
var offset = 0
var float ib_high = na
var float ib_low = na
var float ib_mid_price = na
var bool ib_formed = false

// Function to check if in session
inSession(sess) =>
    na(time(timeframe.period, sess)) == false

// Function to get high, low, and midpoint
get_levels(n) =>
    h = high[1]
    l = low[1]
    for i = 1 to n
        if low[i] < l
            l := low[i]
        if high[i] > h
            h := high[i]
    [h, l, (h + l) / 2]

// Function to convert string style to line style
get_line_style(s) =>
    s == "Solid" ? line.style_solid : s == "Dashed" ? line.style_dashed : line.style_dotted

// Function to convert table position string to position constant
get_table_position(pos) =>
    result = switch pos
        "Bottom Center" => position.bottom_center
        "Bottom Left" => position.bottom_left
        "Bottom Right" => position.bottom_right
        "Middle Center" => position.middle_center
        "Middle Left" => position.middle_left
        "Middle Right" => position.middle_right
        "Top Center" => position.top_center
        "Top Left" => position.top_left
        "Top Right" => position.top_right

// Function to convert table size string to size constant
get_table_text_size(size) =>
    result = switch size
        "Auto" => size.auto
        "Tiny" => size.tiny
        "Small" => size.small
        "Normal" => size.normal
        "Large" => size.large
        "Huge" => size.huge

ins = inSession(ib_session)

// Increment offset during session
if ins
    offset += 1

// Draw IB box, midpoint line, and stats table when session ends
if ins[1] and not ins
    [h, l, m] = get_levels(offset)
    ib_high := h
    ib_low := l
    ib_mid_price := m
    ib_formed := true

    if fill_ib_areas
        if only_current_zone
            box.delete(ib_area)
            line.delete(ib_midpoint)
        ib_area := box.new(
             left=bar_index[offset], 
             top=h, 
             right=bar_index, 
             bottom=l, 
             bgcolor=fill_ib_color, 
             border_color=border_color, 
             border_style=get_line_style(line_style), 
             border_width=1
         )
        ib_midpoint := line.new(
             x1=bar_index[offset], 
             y1=m, 
             x2=bar_index, 
             y2=m, 
             color=midpoint_color, 
             style=get_line_style(line_style), 
             width=1
         )

    // Create stats table
    if only_current_zone
        table.delete(stats_table)
    stats_table := table.new(
         position=get_table_position(table_position),
         columns=2,
         rows=2,
         bgcolor=color.white,
         border_color=color.black,
         border_width=1,
         frame_color=color.black,
         frame_width=1
     )
    ts = get_table_text_size(table_size)
    // Determine breakout probability based on close position
    breakout_text = close > m ? "High Break: 81%" : "Low Break: 74%"
    // Top row: black background, white text
    table.cell(stats_table, 0, 0, "IB Breakout", bgcolor=color.black, text_color=color.white, text_size=ts, text_font_family=font.family_monospace)
    table.cell(stats_table, 1, 0, "Probability", bgcolor=color.black, text_color=color.white, text_size=ts, text_font_family=font.family_monospace)
    // Second row: white background, black text
    table.cell(stats_table, 0, 1, close > m ? "Closed above midpoint" : "Closed below midpoint", bgcolor=color.white, text_color=color.black, text_size=ts, text_font_family=font.family_monospace)
    table.cell(stats_table, 1, 1, close > m ? "Probability of IB high breakout: 81%" : "Probability of IB low breakout: 74%", bgcolor=color.white, text_color=color.black, text_size=ts, text_font_family=font.family_monospace)

    offset := 0