Order Level Search

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © icewalk

//@version=5
indicator("[Order] Level search", overlay=true, max_bars_back=500)

barsCount = input.int(100, "Bars")
CoincidenceCount = input.int(5, "Количество совпадений")
deviation = input.int(1, "Deviation")
showRupture = input.bool(true)

deviationCurrent = (deviation + 0.1) * syminfo.mintick

levels = array.new_float()
count = array.new_int()
barIndexes = array.new_int()

var lines = array.new_line()

//Deleta lines
for l in lines
    line.delete(l)

array.clear(lines)

//Lows
for i = 1 to barsCount
    levelsNumber = array.size(levels)
    if levelsNumber == 0
        array.push(levels, low[i])
        array.push(count, 1)
        array.push(barIndexes, bar_index[i])
        continue
    
    if levelsNumber == 1
        if array.get(levels, 0) - low[i] < deviationCurrent
            if array.get(count, 0) < CoincidenceCount
                array.set(levels, 0, ((array.get(levels, 0) * array.get(count, 0)) + low[i]) / (array.get(count, 0) + 1))
                array.set(count, 0, array.get(count, 0) + 1)
                array.set(barIndexes, 0, bar_index[i])
        else
            array.push(levels, low[i])
            array.push(count, 1)
            array.push(barIndexes, bar_index[i])
        continue
    
    found = false
    for j = levelsNumber - 1 to 0
        if math.abs(array.get(levels, j) - low[i]) < deviationCurrent
            found := true
            if array.get(count, j) < CoincidenceCount
                array.set(levels, j, ((array.get(levels, j) * array.get(count, j)) + low[i]) / (array.get(count, j) + 1))
                array.set(count, j, array.get(count, j) + 1)
                array.set(barIndexes, j, bar_index[i])
    
    if not found
        array.push(levels, low[i])
        array.push(count, 1)
        array.push(barIndexes, bar_index[i])
        
    
for i = array.size(levels) - 1 to 0
    if array.get(count, i) < CoincidenceCount
        array.remove(levels, i)
        array.remove(count, i)
        array.remove(barIndexes, i)
        continue
    
    if array.get(count, i) >= CoincidenceCount
        if not showRupture
            for j = bar_index - array.get(barIndexes, i) to 0
                if (low[j] + deviationCurrent - array.get(levels, i)) *  (high[j] - deviationCurrent - array.get(levels, i)) < 0
                    array.remove(levels, i)
                    array.remove(count, i)
                    array.remove(barIndexes, i)
                    break
            
    
if barstate.islast
    //Lows
    if array.size(levels) > 1
        for i = array.size(levels) - 1 to 0
            if array.get(count, i) >= CoincidenceCount
                level = array.get(levels, i)
                index = bar_index - array.get(barIndexes, i)
                new_line = line.new(bar_index[index], level, bar_index, level, style=line.style_dashed, color=color.blue)
                array.push(lines, new_line)
    else
        if array.size(levels) == 1
            level = array.get(levels, 0)
            index = bar_index - array.get(barIndexes, 0)
            new_line = line.new(bar_index[index], level, bar_index, level, style=line.style_dashed, color=color.blue)
            array.push(lines, new_line)

array.clear(levels)
array.clear(count)
array.clear(barIndexes)
// //Highs
for i = 1 to barsCount
    if array.size(levels) == 0
        array.push(levels, high[i])
        array.push(count, 1)
        array.push(barIndexes, bar_index[i])
        continue
    
    if array.size(levels) == 1
        if array.get(levels, 0) - high[i] < deviationCurrent
            if array.get(count, 0) < CoincidenceCount
                array.set(levels, 0, ((array.get(levels, 0) * array.get(count, 0)) + high[i]) / (array.get(count, 0) + 1))
                array.set(count, 0, array.get(count, 0) + 1)
                array.set(barIndexes, 0, bar_index[i])
        else
            array.push(levels, high[i])
            array.push(count, 1)
            array.push(barIndexes, bar_index[i])
        continue
    
    found = false
    for j = array.size(levels) - 1 to 0
        if math.abs(array.get(levels, j) - high[i]) < deviationCurrent
            found := true
            if array.get(count, j) < CoincidenceCount
                array.set(levels, j, ((array.get(levels, j) * array.get(count, j)) + high[i]) / (array.get(count, j) + 1))
                array.set(count, j, array.get(count, j) + 1)
                array.set(barIndexes, j, bar_index[i])
    
    if not found
        array.push(levels, high[i])
        array.push(count, 1)
        array.push(barIndexes, bar_index[i])
        

for i = array.size(levels) - 1 to 0
    if array.get(count, i) < CoincidenceCount
        array.remove(levels, i)
        array.remove(count, i)
        array.remove(barIndexes, i)
        continue
    
    if array.get(count, i) >= CoincidenceCount
        if not showRupture
            for j = bar_index - array.get(barIndexes, i) to 0
                if (low[j] + deviationCurrent - array.get(levels, i)) *  (high[j] - deviationCurrent - array.get(levels, i)) < 0
                    array.remove(levels, i)
                    array.remove(count, i)
                    array.remove(barIndexes, i)
                    break

if barstate.islast
    //Highs
    if array.size(levels) > 1
        for i = array.size(levels) - 1 to 0
            if array.get(count, i) >= CoincidenceCount
                level = array.get(levels, i)
                index = bar_index - array.get(barIndexes, i)
                new_line = line.new(bar_index[index], level, bar_index, level, style=line.style_dashed, color=color.red)
                array.push(lines, new_line)
    else
        if array.size(levels) == 1
            level = array.get(levels, 0)
            index = bar_index - array.get(barIndexes, 0)
            new_line = line.new(bar_index[index], level, bar_index, level, style=line.style_dashed, color=color.red)
            array.push(lines, new_line)