POC VA Levelz

//@version=4
study(title="POC VA Levelz", shorttitle="VA levelz", overlay=true)

NoLabel = input(false, title="No Label Option ", tooltip="Option to have no Label Box")
//Generic
NoLabelOption = NoLabel ? label.style_none : label.style_label_left
PriceLocation = NoLabel ?  "                          " : ""
LabelSize = NoLabel ?  size.normal : size.small

//Daily Open
DLabelColor = NoLabel ? color.blue : color.white
IBLabelColor = NoLabel ? color.orange : color.white
POCLabelColor = NoLabel ? color.red : color.white
dPOCLabelColor = NoLabel ? color.red : color.white

//USer configurations 
va_percent = input(0.70, title = "Value Area (70)",  group = "CCV Settings", type = input.float, 
     minval = 0.1, maxval = 1, step = 0.1)
     
dtf = input("D", title = "Volume Capture Time Frame Period", type = input.resolution,  group = "Resolution Settings")
vauto = input(true, title="Auto uses mintick data", group = "Resolution Settings", tooltip="If errors untick auto and tick manual")
vresolution = input(false, title="Manual Resolution", group = "Resolution Settings")

resolution = input(1, title = "Resolution (Change to decimal of pair for example 0.00001 for XRP)", group = "Resolution Settings", type = input.float)
auto = syminfo.mintick
auto := vauto ? auto : vresolution ? resolution : auto


show_ccv = input(true, title = "First check if CCV is in play", group = "CCV Settings", type = input.bool)
show_ccv_fill  = input(true, title = "CCV Background Fill",  group = "CCV Settings", type = input.bool)
show_IB = input(false, title = "Show Initial Balance", type = input.bool)
show_DevPOC  = input(false, title = "Show Developing Day POCs (dPOC)", group = "Optional Points of Contact", type = input.bool)
show_PrevPOC  = input(false, title = "Show Previous Day POCs (pdPOC)", group = "Optional Points of Contact", type = input.bool)
show_dbyPOC  = input(false, title = "Show Day Before Yesterday POCs (dbyPOC)", group = "Optional Points of Contact", type = input.bool)


//CCV color/txt hide
ccvtxt_color = show_ccv ? color.white : na
ccvdopen_color = show_ccv ? color.blue : na
IBtxt_color = show_IB ? IBLabelColor : na
IB_color = show_IB ? color.orange : na
pdPOC_txt_color = show_PrevPOC ? POCLabelColor : na
dbyPOC_txt_color = show_dbyPOC ? POCLabelColor : na
devPOC_txt_color = show_DevPOC ? POCLabelColor : na

pdPOC_color = show_PrevPOC ? #B22222 : na
dbyPOC_color = show_dbyPOC ? #8B0000 : na
devPOC_color = show_DevPOC ? color.red : na




//Session Rules
bartimeSess = time('D')
newbarSess = bartimeSess != bartimeSess[1]
//offset_val = input(title="Label Offset", type=input.integer, defval=6)
high_range = valuewhen(newbarSess,high,0)
low_range = valuewhen(newbarSess,low,0)

//Daily Open
dOpen = security(syminfo.tickerid, "D", open, lookahead = barmerge.lookahead_on)
plot(dOpen, " dOpen", change(dOpen) ? na : color.blue, offset = 0)
dOpenLabel = label.new(timenow, dOpen, xloc = xloc.bar_time, text = PriceLocation+"dOpen - "+tostring(dOpen), color = color.blue, textcolor = DLabelColor, style = NoLabelOption, size=LabelSize)
label.delete(dOpenLabel[1])



//Calcul For OpendOpening Range
locHigh = security(syminfo.tickerid, "60", high_range)
locLow = security(syminfo.tickerid, "60", low_range)
range = locHigh - locLow

plot(locHigh, "IB High", change(locHigh) ? na : IB_color, offset = 0)
locHighLabel = label.new(timenow, locHigh, xloc = xloc.bar_time, text = PriceLocation+"IB High - "+tostring(locHigh), color = IB_color, textcolor = IBtxt_color, style = NoLabelOption, size=LabelSize)
label.delete(locHighLabel[1])

plot(locLow, "IB Low", change(locLow) ? na : IB_color, offset = 0)
locLowLabel = label.new(timenow, locLow, xloc = xloc.bar_time, text = PriceLocation+"IB Low - "+tostring(locLow), color = IB_color, textcolor = IBtxt_color, style = NoLabelOption, size=LabelSize)
label.delete(locLowLabel[1])


is_new_bar(t) => 
    change(time(t)) != 0

round_to_nearest(v, x) => 
    round(v / x) * x


tick_size = max(syminfo.mintick, auto)

var a = array.new_float(0)

a_min = 0.0, a_min := nz(a_min[1], round_to_nearest(low, tick_size))
a_max = 0.0, a_max := nz(a_max[1], round_to_nearest(high, tick_size))

d_switch = is_new_bar(dtf)

if d_switch
    a_min := low
    a_max := high
    array.clear(a)

// Scaled min max
v_min = int(round_to_nearest(low - a_min, tick_size) / tick_size)
v_max = int(round_to_nearest(high - a_min, tick_size) / tick_size)

// Scaled candle range
ticks = v_max - v_min

vol = volume / (ticks == 0 ? 1 : ticks)

for i = v_min to max(v_max - 1, v_min)
    
    // Insert new low value
    if i < 0
        array.insert(a, i - v_min, vol)
        continue
    
    // Adjust index
    offset = v_min < 0 ? abs(v_min) : 0
    index = int(i + offset)
    
    // Push new high value
    if index >= array.size(a)
        array.push(a, vol)
        continue
    
    // Update existing value
    v = array.get(a, index)
    array.set(a, index, v + vol)

// Array bounds
a_min := min(a_min, round_to_nearest(low, tick_size))
a_max := max(a_max, round_to_nearest(high, tick_size))
a_size = array.size(a)

// { POC

poc_index = -1
poc_prev = -1.0
sum_vol = 0.0

for i = 0 to a_size - 1
    
    poc_current = array.get(a, i)
    sum_vol := sum_vol + poc_current
    
    if poc_current > poc_prev
        poc_prev := poc_current
        poc_index := i

// }

// { VA

va_high_index = poc_index
va_low_index  = poc_index
    
va_vol_cap = sum_vol * va_percent
sum_va_vol = array.get(a, poc_index)

for i = 1 to a_size - 1
    
    above = 0.0
    if va_high_index + 1 < a_size - 1
        above := above + nz(array.get(a, (va_high_index + 1)), 0.0)
    if va_high_index + 2 < a_size - 1
        above := above + nz(array.get(a, (va_high_index + 2)), 0.0)
        
    below = 0.0
    if va_low_index - 1 > 0
        below := below + nz(array.get(a, (va_low_index - 1)), 0.0)
    if va_low_index - 2 > 0
        below := below + nz(array.get(a, (va_low_index - 2)), 0.0)
    
    if above > below
        va_high_index := min(va_high_index + 2, a_size - 1)
        sum_va_vol  := sum_va_vol + above
    else
        va_low_index := max(va_low_index - 2, 0)
        sum_va_vol := sum_va_vol + below
        
    if sum_va_vol >= va_vol_cap or (va_low_index <= 0 and va_high_index >= a_size - 1)
        break

// }

float p_poc = 0.0
float p_va_h = 0.0
float p_va_l = 0.0

float d_poc = 0.0
float b_poc = 0.0

float d_va_h = 0.0
float d_va_l = 0.0

d_poc  := poc_index * tick_size + a_min
d_va_h := va_high_index * tick_size + a_min
d_va_l := va_low_index  * tick_size + a_min



if is_new_bar(dtf)
    p_poc  := d_poc[1]
    p_va_h := d_va_h[1]
    p_va_l := d_va_l[1]
    b_poc  := p_poc[1]
else
    p_poc  := p_poc[1]
    p_va_h := p_va_h[1]
    p_va_l := p_va_l[1]
    b_poc  := b_poc[1]


plot(d_poc, color = devPOC_color, title = "dPOC")
d_poclabel = label.new(timenow, d_poc, xloc = xloc.bar_time, text = PriceLocation+"dPOC - "+tostring(d_poc), color = devPOC_color, textcolor = devPOC_txt_color, style = NoLabelOption, size=LabelSize)
label.delete(d_poclabel[1])



plot(b_poc, "dby_POC", change(b_poc) ? na : dbyPOC_color, offset = 0)
b_poclabel = label.new(timenow, b_poc, xloc = xloc.bar_time, text = PriceLocation+"dby_POC - "+tostring(b_poc), color = dbyPOC_color, textcolor = dbyPOC_txt_color, style = NoLabelOption, size=LabelSize)
label.delete(b_poclabel[1])




ccv_color =  show_ccv ?
     dOpen > p_va_h ? color.green : 
     dOpen < p_va_l ? color.green :
     color.red :
     na
ccv_fill_color = ccv_color

ccv_fill_test = show_ccv_fill ? ccv_fill_color : na

CCVTxtLabelColor = NoLabel ? ccv_color : color.white


plot(p_poc, " pd_POC", change(p_poc) ? na : pdPOC_color, offset = 0)
p_poclabel = label.new(timenow, p_poc, xloc = xloc.bar_time, text = PriceLocation+"pdPOC - "+tostring(p_poc), color = pdPOC_color, textcolor = pdPOC_txt_color, style = NoLabelOption, size=LabelSize)
label.delete(p_poclabel[1])



ccvplot_p_va_h = plot(p_va_h, " pdVAH", change(p_va_h) ? na : ccv_color, offset = 0)
ccvplot_p_va_hlabel = label.new(timenow, p_va_h, xloc = xloc.bar_time, text = PriceLocation+"pdVAH - "+tostring(p_va_h), color = ccv_color, textcolor = CCVTxtLabelColor, style = NoLabelOption, size=LabelSize)
label.delete(ccvplot_p_va_hlabel[1])

ccvplot_p_va_l = plot(p_va_l, " pdVAL", change(p_va_l) ? na : ccv_color, offset = 0)
ccvplot_p_va_llabel = label.new(timenow, p_va_l, xloc = xloc.bar_time, text = PriceLocation+"pdVAL - "+tostring(p_va_l), color = ccv_color, textcolor = CCVTxtLabelColor, style = NoLabelOption, size=LabelSize)
label.delete(ccvplot_p_va_llabel[1])

fill(ccvplot_p_va_h, ccvplot_p_va_l, ccv_fill_test)