Price Action Toolkit

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Mxwll Capital
//@version=5
indicator("Price Action Tooklkit", overlay = true, max_labels_count = 500, max_lines_count = 500, max_boxes_count = 500, max_bars_back = 500)

bullC       = input.color(defval = #14D990, title = "Bull Color", group = "Smart Money Concepts", inline = "7")
bearC       = input.color(defval = #F24968, title = "Bear Color", group = "Smart Money Concepts", inline = "7")
showInt     = input.bool(defval = false, title = "Show Internals", group = "Smart Money Concepts")
intSens     = input.int(3, "Internals Sensitivity", options =  [3 , 5 , 8 ], group = "Smart Money Concepts", inline = "20")
intStru     = input.string(defval = "All", title = "Internal Structure", options = ["All", "BoS", "CHoCH"], inline = "30", group = "Smart Money Concepts")
showExt     = input.bool(defval = true, title = "Show Externals" ,group = "Smart Money Concepts")
extSens     = input.int(75, "Externals Sensitivity", options = [10, 25, 50,75,100],group = "Smart Money Concepts", inline = "21")
extStru     = input.string(defval = "All", title = "External Structure", options = ["All", "BoS", "CHoCH"], inline = "31", group = "Smart Money Concepts")
limitMSBars = input.bool(defval = true, title = "Limit MS to Last N Bars", group = "Smart Money Concepts")
msBarsLimit = input.int(defval = 300, title = "MS Bars Lookback", minval = 1, group = "Smart Money Concepts")
showOB      = input.bool(defval = true, title = "Show Order Blocks" ,group = "Swing Blocks")
showLast    = input.int(defval = 10, title = "Swing Order Blocks", minval = 0, group = "Swing Blocks")
showHHLH    = input.bool(defval = false, title = "Show HH/LH", group = "Swing Blocks")
showHLLL    = input.bool(defval = false, title = "Show LH/LL", group = "Swing Blocks")
showAOE     = input.bool(defval = true, title = "Show Area of Interest", group = "Swing Blocks")
numAOE      = input.int(defval = 3, title = "Number of AOE Zones", minval = 1, maxval = 5, group = "Swing Blocks")
aoeExtRight = input.int(defval = 50, title = "AOE Extend Right (bars)", minval = 0, group = "Swing Blocks")
show1D      = input.bool(defval = false, title = "Show Previous Day High", group = "High/Low")
show1DLab   = input.bool(defval = false, title = "Show 1 Day Labels", group = "High/Low")
show4H      = input.bool(defval = false, title = "Show 4 Hour High", group = "High/Low")
show4hLab   = input.bool(defval = false, title = "Show 4 Hour Labels", group = "High/Low")
showFVG     = input.bool(defval = true, title = "Show Fair Value Gaps", group = "FVG")
contract    = input.bool(defval = false, title = "Contract Violated FVG", group = "FVG")
closeOnly   = input.bool(defval = true, title = "Show Closest Up/Down FVG Only", group = "FVG")
fvgcol      = input.color(defval = #F2B807, title = "FVG Color", group = "FVG")
fvgtra      = input.int(defval = 80, minval = 0, maxval = 100, title = "FVG Transparency", group = "FVG")

showTable   = input.bool(defval = false, title = "Show Table", group = "Table")

showFibs    = input.bool(defval = true, title = "Show Auto Fibs", group = "Auto Fibs")
// extSensFibs = input.int(25, "Fibs Sensitivity", options = [10, 25, 50], group = "Auto Fibs", inline = "22")
show236     = input.bool(defval = true,  title = "", inline = "1", group = "Auto Fibs")
show382     = input.bool(defval = true,  title = "", inline = "2", group = "Auto Fibs")
show5       = input.bool(defval = true,    title = "", inline = "3", group = "Auto Fibs")
show618     = input.bool(defval = true,  title = "", inline = "4", group = "Auto Fibs")
show786     = input.bool(defval = true,  title = "", group = "Auto Fibs", inline = "5")
fib1        = input.float(defval = .236, title = "", minval = 0, step = 0.01, inline = "1", group = "Auto Fibs")
fib2        = input.float(defval = .382, title = "", minval = 0, step = 0.01, inline = "2", group = "Auto Fibs")
fib3        = input.float(defval = .5,   title = "", minval = 0, step = 0.01, inline = "3", group = "Auto Fibs")
fib4        = input.float(defval = .618, title = "", minval = 0, step = 0.01, inline = "4", group = "Auto Fibs")
fib5        = input.float(defval = .786, title = "", minval = 0, step = 0.01, group = "Auto Fibs", inline = "5")
fib1col     = input.color(title = "", defval = color.gray, inline = "1"  , group = "Auto Fibs")
fib2col     = input.color(title = "", defval = color.lime, inline = "2"  , group = "Auto Fibs")
fib3col     = input.color(title = "", defval = color.yellow, inline = "3", group = "Auto Fibs")
fib4col     = input.color(title = "", defval = color.orange, inline = "4", group = "Auto Fibs")
fib5col     = input.color(title = "", defval = color.red   , group = "Auto Fibs", inline = "5")

connLineStyle = input.string(defval = "Dotted", title = "Connector Line Style", options = ["Solid", "Dashed", "Dotted"], group = "Auto Fibs")
connLineColor = input.color(title = "Connector Line Color", defval = color.new(color.gray, 50), group = "Auto Fibs")
connLineWidth = input.int(defval = 1, title = "Connector Line Width", minval = 1, maxval = 4, group = "Auto Fibs")

var bigData = map.new<string, float>()

if bigData.size() == 0

    bigData.put("moving", 0)
    bigData.put("upaxis", 0.0) 
    bigData.put("upaxis2", 0)
    bigData.put("dnaxis", 0.0) 
    bigData.put("dnaxis2", 0)
    bigData.put("upside", 1)
    bigData.put("downside", 1)

[pdHigh, pdLow, dayHigh, dayLow, pdBar, dayBar] = request.security(syminfo.tickerid, "1D", [high[1], low[1], high, low, time[1], time])

var highArr = array.new_float(), var lowArr  = array.new_float()
var timeArr = array.new_int  (), var volArr  = array.new_float()
var closeArr = array.new_float(), var openArr = array.new_float()

highArr.unshift(high), lowArr.unshift(low)
timeArr.unshift(time), volArr.unshift(volume)
closeArr.unshift(close), openArr.unshift(open)

type rollingTF 

    float highTF                  = 0
    float lowTF                   = 1e8
    int   highTFt                 = 0
    int   lowTFt                  = 0
    float volTF                   = 0
    map   <string, line >         rTFdraw
    map   <string, label>         rTFlabel

method tfDraw(int tfDiff, bool showRollingLab, string tf, bool showLevels) => 


    TFhrdata = rollingTF.new(), var volRolling = array.new<float>()

    if highArr.size() > tfDiff

        for i = 0 to tfDiff

            if showLevels and barstate.islast

                getHigh = highArr.get(i), getLow = lowArr.get(i), 
                             getTime = timeArr.get(i)

                TFhrdata.highTF := math.max(TFhrdata.highTF, getHigh)
                TFhrdata.lowTF  := math.min(TFhrdata.lowTF , getLow )

                if TFhrdata.highTF == getHigh 

                    TFhrdata.highTFt := timeArr.get(i)

                if TFhrdata.lowTF == getLow

                    TFhrdata.lowTFt  := timeArr.get(i)

            TFhrdata.volTF += volArr.get(i)

        volRolling.push(TFhrdata.volTF)

        var lineDraw = rollingTF.new(rTFdraw = map.new<string, line>(), rTFlabel = map.new<string, label>())

        if showLevels

            switch lineDraw.rTFdraw.size() == 0

                true =>  lineDraw.rTFdraw.put("High", line.new(TFhrdata.highTFt, TFhrdata.highTF, time, TFhrdata.highTF, 
                                                 xloc = xloc.bar_time, color = color.aqua)),
                         lineDraw.rTFdraw.put("Low" , line.new(TFhrdata.lowTFt , TFhrdata.lowTF , time, TFhrdata.lowTF , 
                                                 xloc = xloc.bar_time, color = color.aqua))  

                =>       lineDraw.rTFdraw.get("High").set_xy1(TFhrdata.highTFt, TFhrdata.highTF),
                         lineDraw.rTFdraw.get("High").set_xy2(time, TFhrdata.highTF),

                         lineDraw.rTFdraw.get("Low").set_xy1(TFhrdata.lowTFt, TFhrdata.lowTF),
                         lineDraw.rTFdraw.get("Low").set_xy2(time, TFhrdata.lowTF)

            if showRollingLab 

                switch lineDraw.rTFlabel.size() == 0

                    true =>  lineDraw.rTFlabel.put("High", label.new(time, TFhrdata.highTF, xloc = xloc.bar_time, 
                                                         textcolor = color.aqua, 
                                                         text      = tf + "H", 
                                                         size      = size.tiny, 
                                                         style     = label.style_label_left, 
                                                         color     = #00000000
                                                         )),
                             lineDraw.rTFlabel.put("Low" , label.new(time, TFhrdata.lowTF , xloc = xloc.bar_time, 
                                                         textcolor = color.aqua, 
                                                         text      = tf + "L", 
                                                         size      = size.tiny, 
                                                         style     = label.style_label_left, 
                                                         color     = #00000000
                                                         ))  

                    =>       lineDraw.rTFlabel.get("High") .set_xy(time, TFhrdata.highTF),
                             lineDraw.rTFlabel.get("Low")  .set_xy(time, TFhrdata.lowTF)


    [TFhrdata.volTF, volRolling]



tfDrawLower(bool showRollingLab, simple string tf, bool showLevels) => 

    simple int end = switch tf 

        "240" => 240
        "1D"  => 1440


    [o, h, l, c, v, t] = request.security_lower_tf(syminfo.tickerid, "1", [open, high, low, close, volume, time])


    var oArr = array.new_float()
    var hArr = array.new_float()
    var lArr = array.new_float()
    var cArr = array.new_float()
    var vArr = array.new_float()
    var tArr = array.new_int()

    TFhrdata = rollingTF.new(), var volRolling = array.new<float>()

    if h.size() > 0

        for i = 0 to h.size() - 1

            oArr.push(o.get(i))
            hArr.push(h.get(i))
            lArr.push(l.get(i))
            cArr.push(c.get(i))
            vArr.push(v.get(i))
            tArr.push(t.get(i))

            if hArr.size() > end 

                oArr.shift()
                hArr.shift()
                lArr.shift()
                cArr.shift()
                vArr.shift()
                tArr.shift()


        for i = 0 to hArr.size() - 1
        
            if showLevels

            
                getHigh = hArr.get(i), getLow = lArr.get(i), 
                             getTime = tArr.get(i)

                TFhrdata.highTF := math.max(TFhrdata.highTF, getHigh)
                TFhrdata.lowTF  := math.min(TFhrdata.lowTF , getLow)

                if TFhrdata.highTF == getHigh 
                
                    TFhrdata.highTFt := tArr.get(i)

                if TFhrdata.lowTF == getLow
                
                    TFhrdata.lowTFt  := tArr.get(i)

            TFhrdata.volTF  += vArr.get(i)

        volRolling.push(TFhrdata.volTF)

        var lineDraw = rollingTF.new(rTFdraw = map.new<string, line>(), rTFlabel = map.new<string, label>())

        if showLevels
        
            switch lineDraw.rTFdraw.size() == 0
            
                true =>  lineDraw.rTFdraw.put("High", line.new(TFhrdata.highTFt, TFhrdata.highTF, time, TFhrdata.highTF, 
                                                 xloc = xloc.bar_time, color = color.aqua)),
                         lineDraw.rTFdraw.put("Low" , line.new(TFhrdata.lowTFt , TFhrdata.lowTF , time, TFhrdata.lowTF , 
                                                 xloc = xloc.bar_time, color = color.aqua))  

                =>       lineDraw.rTFdraw.get("High").set_xy1(TFhrdata.highTFt, TFhrdata.highTF),
                         lineDraw.rTFdraw.get("High").set_xy2(time, TFhrdata.highTF),

                         lineDraw.rTFdraw.get("Low").set_xy1(TFhrdata.lowTFt, TFhrdata.lowTF),
                         lineDraw.rTFdraw.get("Low").set_xy2(time, TFhrdata.lowTF)

            if showRollingLab 
            
                switch lineDraw.rTFlabel.size() == 0
                
                    true =>  lineDraw.rTFlabel.put("High", label.new(time, TFhrdata.highTF, xloc = xloc.bar_time, 
                                                         textcolor = color.aqua, 
                                                         text      = tf + "H", 
                                                         size      = size.tiny, 
                                                         style     = label.style_label_left, 
                                                         color     = #00000000
                                                         )),
                             lineDraw.rTFlabel.put("Low" , label.new(time, TFhrdata.lowTF , xloc = xloc.bar_time, 
                                                         textcolor = color.aqua, 
                                                         text      = tf + "L", 
                                                         size      = size.tiny, 
                                                         style     = label.style_label_left, 
                                                         color     = #00000000
                                                         ))  

                    =>       lineDraw.rTFlabel.get("High") .set_xy(time, TFhrdata.highTF),
                             lineDraw.rTFlabel.get("Low")  .set_xy(time, TFhrdata.lowTF)


    [TFhrdata.volTF, volRolling]


var r4hrbars = math.floor(timeframe.in_seconds("240") / timeframe.in_seconds(timeframe.period))
var rDbars   = math.floor(timeframe.in_seconds("1D") / timeframe.in_seconds(timeframe.period))

[vol4hr, vol4hrArr] = switch 

    timeframe.in_seconds() <= 60 => r4hrbars.tfDraw(show4hLab, "240", show4H)
    =>                              tfDrawLower(show4hLab, "240", show4H)

    
[vol1D, vol1DArr] = switch

    timeframe.in_seconds() <= 60 => rDbars.tfDraw(show1DLab, "1D", show1D) 
    =>                              tfDrawLower(show1DLab, "1D", show1D)

calculatePivots(length)=>

    var int intraCalc = 0


    if bar_index > length + 1

        up  = highArr.slice(0, length).max()
        dn  = lowArr .slice(0, length).min() 
        
        cHi = highArr.get(length)
        cLo = lowArr .get(length)

        intraCalc := switch 

            cHi > up => 0 
            cLo < dn => 1 
            =>          intraCalc[1]

        topSwing = switch 

            intraCalc == 0 and intraCalc[1] != 0 => cHi 
            =>                                      0 

        botSwing = switch 

            intraCalc == 1 and intraCalc[1] != 1 => cLo
            =>                                      0 


        [topSwing, botSwing]


[bigUpper    , bigLower   ]     = calculatePivots(extSens)
[smallUpper  , smallLower ]     = calculatePivots(intSens)


var label [] upLabel = array.new_label(1)
var label [] dnLabel = array.new_label(1)


var box [] highBlock = array.new_box()
var box [] lowBlock  = array.new_box()



drawChar(x, y, str, col, down) =>

    style = switch down

        true => label.style_label_down
        =>      label.style_label_up

    if not limitMSBars or bar_index >= last_bar_index - msBarsLimit
        line.new (int(x), y, bar_index, y, color = col, style = line.style_dashed)
        label.new(math.round(math.avg(x, bar_index)), y, str, color = #00000000, textcolor = col, style = style, size = size.small)


drawStructureExt() => 

    var int counter = 0

    if bigUpper != 0
        bigData.put("upside", 1)
        x1 = bar_index - extSens

        txt = switch bigUpper > bigData.get("upaxis")
            
            true => 'HH'
            =>      'LH'

        if showHHLH

            upLabel.set(0, label.new(x1, bigUpper, txt,

                          color     = color.new(color.white, 100), 
                          textcolor = bearC, 
                          style     = label.style_label_down, 
                          size      = size.small
                          ))
        if showOB
            highBlock.push(box.new(x1, bigUpper, last_bar_index + 5, bigUpper * .998, 
                         border_color = color.new(color.red, 75), 
                         bgcolor      = color.new(color.red, 95)
                         ))

        bigData.put("upaxis" , bigUpper)
        bigData.put("upaxis2", x1)

        counter := 1

    if bigLower != 0
        bigData.put("downside", 1)

        x1 = bar_index - extSens

        txt = switch bigLower < bigData.get("dnaxis") 

            true => "LL" 
            =>      "HL"

        if showHLLL == true 
            dnLabel.set(0, label.new(x1, bigLower, txt, color = #ffffff00, 
                         textcolor = bullC, 
                         style     = label.style_label_up, 
                         size      = size.small
                         ))
        if showOB
            lowBlock.push(box.new(x1, bigLower, last_bar_index + 5, bigLower * 1.002,
                          border_color = color.new(color.blue, 75), 
                          bgcolor      = color.new(color.blue, 95)
                          ))    
        
        bigData.put("dnaxis" , bigLower)
        bigData.put("dnaxis2", x1)

        counter := -1


    if showExt
        if ta.crossover(close, bigData.get("upaxis"))
            if bigData.get("upside") != 0

                str = switch bigData.get("moving") < 0

                    true => extStru != "BoS"   ? 'CHoCH' : "" 
                    =>      extStru != 'CHoCH' ? 'BoS'   : ""

                if extStru == "All" or str.contains(extStru, str)
                    drawChar(bigData.get("upaxis2"), bigData.get("upaxis"), str, bullC, true)

                bigData.put("upside", 0)
                bigData.put("moving", 1)

        if ta.crossunder(close, bigData.get("dnaxis"))

            if bigData.get("downside") != 0

                str = switch bigData.get("moving") > 0

                    true => extStru != "BoS"   ? 'CHoCH' : "" 
                    =>      extStru != 'CHoCH' ? 'BoS'   : ""

                if extStru == "All" or str.contains(extStru, str)
                    drawChar(bigData.get("dnaxis2"), bigData.get("dnaxis"), str, bearC, false)

                bigData.put("downside", 0)
                bigData.put("moving", -1)

    counter 

counter = drawStructureExt()

method updateBox(array<box> id) =>

    if id.size() > 0 
        for i = 0 to id.size() - 1
            id.get(i).set_right(last_bar_index + 5)

method cleanseLevel(array<box> id, bool isHighBlock) => 

    if id.size() > 0   

        for i = id.size() - 1 to 0 

            condition = switch isHighBlock
            
                true => close >= id.get(i).get_top()
                =>      close <= id.get(i).get_bottom()

            if condition
                id.remove(i).delete()

        if id.size() > showLast and showLast != 0
            for i = id.size() - showLast to 0 
                id.remove(i).delete()

highBlock.cleanseLevel(true)
lowBlock .cleanseLevel(false)

if barstate.islast

    highBlock.updateBox()
    lowBlock .updateBox()



method updateMain(line id) => 

    hi = 0.0 
    lo = 1e8

    if showFibs

        [bigUpperFibs, bigLowerFibs]    = calculatePivots(25)

        var int counterFibs = 0

        if bigUpperFibs != 0 
            counterFibs := 1

        if bigLowerFibs != 0 
            counterFibs := -1

        if counterFibs == 1 
            hi := 0.0
            
            id.set_xy1(int(bigData.get("upaxis2")), bigData.get("upaxis"))

            for i = 0 to bar_index - int(bigData.get("dnaxis2"))

                getLow = lowArr.get(i)

                lo := math.min(getLow, lo)

                if lo == getLow
                    id.set_xy2(bar_index - i, lo)

        else if counterFibs == -1

            lo := 1e8
            id.set_xy1(int(bigData.get("dnaxis2")), bigData.get("dnaxis"))

            for i = 0 to bar_index - bigData.get("upaxis2")

                getHigh = highArr.get(i)
                hi     := math.max(highArr.get(i), hi)

                if hi == getHigh 

                    id.set_xy2(bar_index - i, hi)

        if id.get_x2() < id.get_x1()

            x2 = id.get_x2(), x1 = id.get_x1()
            y2 = id.get_y2(), y1 = id.get_y1(),

                     id.set_xy2(x1, y1),
                     id.set_xy1(x2, y2)


        _style = switch connLineStyle
            "Solid"  => line.style_solid
            "Dashed" => line.style_dashed
            =>          line.style_dotted
        id.set_color(connLineColor)
        id.set_style(_style)
        id.set_width(connLineWidth)

    0


_connStyle = switch connLineStyle
    "Solid"  => line.style_solid
    "Dashed" => line.style_dashed
    =>          line.style_dotted

var main = line.new(dnLabel.first().get_x(), dnLabel.first().get_y(), upLabel.first().get_x(), upLabel.first().get_y(),
                                                 color = connLineColor,
                                                 style = _connStyle,
                                                 width = connLineWidth
                                                 )


main.updateMain()

quickLine(getX2, y, color) => 

    line.new(getX2, y, bar_index + 5, y, color = color.new(color, 75))

quickLabel(y, txt, color) => 

    label.new(bar_index + 5, y, text = str.tostring(txt), color = #00000000, style = label.style_label_left, textcolor = color)


drawFibs() => 

    if barstate.islast

        var fibLine = array.new<line>(5)
        var fibLab = array.new<label>(5) 
        
        if fibLine.size() > 0 
            for i = 0 to fibLine.size() - 1
            
                fibLine .get(i).delete()
                fibLab  .get(i).delete()


        if showFibs

            getY2 = main.get_y2(), sub   = main.get_y1() - getY2, 
            getX1 = main.get_x1(), getX2 = main.get_x2()

            for i = 0 to fibLine.size() - 1

                mod = i % fibLine.size() - 1   

                [y, col, txt] = switch mod

                    0 => [sub * fib1 + getY2, show236 ? fib1col : color.new(chart.bg_color, 100), fib1]
                    1 => [sub * fib2 + getY2, show382 ? fib2col : color.new(chart.bg_color, 100), fib2]
                    2 => [sub * fib3 + getY2, show5   ? fib3col : color.new(chart.bg_color, 100), fib3]
                    3 => [sub * fib4 + getY2, show618 ? fib4col : color.new(chart.bg_color, 100), fib4]
                    =>   [sub * fib5 + getY2, show786 ? fib5col : color.new(chart.bg_color, 100), fib5] 

                fibLine.set(i, quickLine  (getX2, y, col))
                fibLab .set(i, quickLabel (y, txt, col))


drawFibs()


drawStructureInternals() => 

    if showInt
        
        var keyValues = map.new<string, float>()

        if keyValues.size() == 0 
            keyValues.put("movingSmall", 0)

        if smallUpper != 0 

            keyValues.put("upsideSmall", 1)          
            keyValues.put("upaxisSmall", smallUpper) 
            keyValues.put("upaxis2Small", bar_index - intSens)

        if smallLower != 0 

            keyValues.put("downsideSmall", 1)       
            keyValues.put("dnaxisSmall", smallLower)
            keyValues.put("dnaxis2Small", bar_index - intSens)


        if ta.crossover(close, keyValues.get("upaxisSmall")) 
            if keyValues.get("upsideSmall") != 0

                str = switch 

                    keyValues.get("movingSmall") < 0 =>     intStru != "BoS"   ? 'I-CHoCH' : "" 
                    =>                                      intStru != "CHoCH" ? 'I-BoS'   : ""

                if intStru == "All" or str.contains(str, intStru)

                    drawChar(keyValues.get("upaxis2Small"), keyValues.get("upaxisSmall"), str, bullC, true)

                keyValues.put("upsideSmall", 0)
                keyValues.put("movingSmall", 1)

        if ta.crossunder(close, keyValues.get("dnaxisSmall"))
            if keyValues.get("downsideSmall") != 0

                str = switch 

                    keyValues.get("movingSmall") > 0 => intStru != "BoS"   ? 'I-CHoCH' : ""
                    =>                                  intStru != "CHoCH" ? 'I-BoS'   : ""

                if intStru == "All" or str.contains(str, intStru)

                    drawChar(keyValues.get("dnaxis2Small"), keyValues.get("dnaxisSmall"), str, bearC, false)

                keyValues.put("downsideSmall", 0)
                keyValues.put("movingSmall", -1)


drawStructureInternals()


drawAOE() =>

    atr = ta.atr(14)

    var aoeHighBoxes = array.new<box>()
    var aoeLowBoxes  = array.new<box>()

    if showAOE and barstate.islast

        // Initialize boxes on first run
        if aoeHighBoxes.size() == 0
            for i = 0 to numAOE - 1
                aoeHighBoxes.push(box.new(bar_index, close, bar_index, close, border_color = #00000000, bgcolor = color.new(#F24968, 90), text_size = size.small, text_color = color.new(#F24968, 33), text_halign = text.align_right))
                aoeLowBoxes .push(box.new(bar_index, close, bar_index, close, border_color = #00000000, bgcolor = color.new(#14D990, 90), text_size = size.small, text_color = color.new(#14D990, 33), text_halign = text.align_right))

        // Grow arrays if numAOE increased
        if aoeHighBoxes.size() < numAOE
            for i = aoeHighBoxes.size() to numAOE - 1
                aoeHighBoxes.push(box.new(bar_index, close, bar_index, close, border_color = #00000000, bgcolor = color.new(#F24968, 90), text_size = size.small, text_color = color.new(#F24968, 33), text_halign = text.align_right))
                aoeLowBoxes .push(box.new(bar_index, close, bar_index, close, border_color = #00000000, bgcolor = color.new(#14D990, 90), text_size = size.small, text_color = color.new(#14D990, 33), text_halign = text.align_right))

        for i = 0 to numAOE - 1

            startBar = i * 50
            endBar   = startBar + 50

            if closeArr.size() > endBar

                aoi  = closeArr.slice(startBar, endBar)
                aoi2 = openArr .slice(startBar, endBar)

                maxaoiH = math.max(aoi.max(), aoi2.max())
                minaoiL = math.min(aoi.min(), aoi2.min())

                label_txt = i == 0 ? "Area of Interest" : "AOE " + str.tostring(i + 1)

                getHighBox = aoeHighBoxes.get(i)
                getLowBox  = aoeLowBoxes .get(i)

                if close <= maxaoiH * 1.01
                    getHighBox.set_lefttop    (bar_index[endBar], maxaoiH + atr)
                    getHighBox.set_rightbottom(bar_index - startBar + aoeExtRight, maxaoiH)
                    getHighBox.set_text       (label_txt)
                else
                    getHighBox.set_lefttop    (bar_index + aoeExtRight, maxaoiH + atr)
                    getHighBox.set_rightbottom(bar_index + aoeExtRight, maxaoiH + atr)
                    getHighBox.set_text       ("")

                if close >= minaoiL * .99
                    getLowBox.set_lefttop    (bar_index[endBar], minaoiL)
                    getLowBox.set_rightbottom(bar_index - startBar + aoeExtRight, minaoiL - atr)
                    getLowBox.set_text       (label_txt)
                else
                    getLowBox.set_lefttop    (bar_index + aoeExtRight, minaoiL)
                    getLowBox.set_rightbottom(bar_index + aoeExtRight, minaoiL)
                    getLowBox.set_text       ("")

drawAOE()


var table tab2 = table.new(position.top_right, 13, 13,  bgcolor = #20222C, border_color = #363843, frame_color = #363843, border_width = 1, frame_width = 1)

nyHour   = hour  (timenow, "America/New_York")
nyMinute = minute(timenow, "America/New_York")

fvg(direction) => 

    var fvgMat = matrix.new<float>(5), var fvgDrawings = array.new<box>()

    fvgMat.add_col(0, array.from(math.sign(close - open), close, high, low, time))

    if fvgMat.columns() > 3 
        fvgMat.remove_col(fvgMat.columns() - 1)

    if fvgMat.row(0).sum() == direction

        getDir = math.sign(direction)

        [y, y1] = switch getDir

            -1 => [fvgMat.get(3, 2), fvgMat.get(2, 0)]   
            =>    [fvgMat.get(3, 0), fvgMat.get(2, 2)]

        col = switch closeOnly
            true => #00000000
            =>      color.new(fvgcol, fvgtra)

        fvgDrawings.push(
             box.new(int(fvgMat.get(4, 1)),y, last_bar_time, y1, xloc = xloc.bar_time, 
                 border_color = col, bgcolor = col)
         )
        

    fvgDrawings

if showFVG

    fvgDn = fvg(-3)
    fvgUp = fvg(3)

    if fvgDn.size() > 0 

        for i = fvgDn.size() - 1 to 0

            getfvg = fvgDn.get(i)

            if high >= getfvg.get_top()
                getfvg.delete()
                fvgDn.remove(i)

            else if contract
                if high > getfvg.get_bottom()
                    getfvg.set_bottom(high)


    if fvgUp.size() > 0 

        for i = fvgUp.size() - 1 to 0

            getfvg = fvgUp.get(i)

            if low <= getfvg.get_bottom()
                getfvg.delete()
                fvgUp.remove(i)

            else if contract
                if low < getfvg.get_top()
                    getfvg.set_top(low)


    if closeOnly and barstate.islast 

        minDist = matrix.new<float>(1, 2, 20e20)

        if fvgDn.size() > 0 
            for i = fvgDn.size() - 1 to 0

                getBottom = fvgDn.get(i).get_bottom()

                minDist.set(0, 1, math.min(minDist.get(0, 1), math.abs(close - getBottom)))

                if math.abs(close - getBottom) == minDist.get(0, 1)
                    minDist.set(0, 0, i)

                fvgDn.get(i).set_right(fvgDn.get(i).get_left())

            fvgDn.get(int(minDist.get(0, 0))).set_bgcolor(color.new(fvgcol, fvgtra))
            fvgDn.get(int(minDist.get(0, 0))).set_border_color(color.new(fvgcol, fvgtra))
            fvgDn.get(int(minDist.get(0, 0))).set_right(last_bar_time)

        minDist.set(0, 0, 0)
        minDist.set(0, 1, 20e20)


        if fvgUp.size() > 0 
            for i = fvgUp.size() - 1 to 0

                getTop = fvgUp.get(i).get_top()

                minDist.set(0, 1, math.min(minDist.get(0, 1), math.abs(close - getTop)))

                if math.abs(close - getTop) == minDist.get(0, 1)
                    minDist.set(0, 0, i)

                fvgUp.get(i).set_right(fvgUp.get(i).get_left())


            fvgUp.get(int(minDist.get(0, 0))).set_bgcolor(color.new(fvgcol, fvgtra))
            fvgUp.get(int(minDist.get(0, 0))).set_border_color(color.new(fvgcol, fvgtra))
            fvgUp.get(int(minDist.get(0, 0))).set_right(last_bar_time)



calculateTimeDifference(timestamp1, timestamp2) =>
    timeDifference = timestamp2 - timestamp1
    hours = math.floor(timeDifference / 3600000)
    minutes = math.floor((timeDifference % 3600000) / 60000)
    [hours, minutes]


dayAdjustment = (hour(timenow, "America/New_York") < 2) ? dayofmonth(timenow) + 1 : dayofmonth(timenow)
dayAdjustment2 = nyHour >= 20 or nyHour < 2 ? dayofmonth(timenow) + 1 : dayofmonth(timenow)

timeIsInRange(startHour, startMinute, endHour, endMinute) =>

    (nyHour > startHour or (nyHour == startHour and nyMinute >= startMinute)) and (nyHour < endHour or (nyHour == endHour and nyMinute <= endMinute))


[chartcol, timetilchange, stringCol, stringCol2] = switch 

    timeIsInRange(9, 30, 16, 0) => [#f24968  , timestamp("America/New_York", year(timenow), month(timenow), dayofmonth(timenow), 16, 0, 0), "New York", "Asia"]
    timeIsInRange(20, 0, 2 , 0) => [#14D990  , timestamp("America/New_York", year(timenow), month(timenow), dayAdjustment, 2, 0, 0), "Asia", "London"]
    timeIsInRange(3, 0, 11, 30) => [#F2B807  , timestamp("America/New_York", year(timenow), month(timenow), dayofmonth(timenow), 11, 30, 0), "London", "New York"]
    => [color.gray, int(na), "Dead Zone", (nyHour > 16 or nyHour < 3) ? "London" : (nyHour >= 11 and nyHour < 20) ? "Asia" : "New York"]                        

[hours, minutes] = calculateTimeDifference(timenow, timetilchange)

timetilchange2 = switch

    timeIsInRange(9, 30, 16, 0)  => timestamp("America/New_York", year(timenow), month(timenow), dayofmonth(timenow), 20, 0, 0) 
    timeIsInRange(20, 0, 2 , 0)  => timestamp("America/New_York", year(timenow), month(timenow), dayofmonth(timenow), 3, 0, 0)  
    timeIsInRange(3, 0, 11, 30)  => timestamp("America/New_York", year(timenow), month(timenow), dayofmonth(timenow), 9, 30, 0) 
    => na 


if na(timetilchange2)
    timetilchange2 := switch
        nyHour < 9 or (nyHour == 9 and nyMinute < 30) => timestamp("America/New_York", year(timenow), month(timenow), dayofmonth(timenow), 9, 30, 0) 
        nyHour < 20 or (nyHour >= 16 and nyHour < 20) => timestamp("America/New_York", year(timenow), month(timenow), dayofmonth(timenow), 20, 0, 0) 
        nyHour < 3 or (nyHour >= 2 and nyHour < 3)    => timestamp("America/New_York", year(timenow), month(timenow), dayofmonth(timenow), 3, 0, 0)     
        => na  

[hours2, minutes2] = calculateTimeDifference(timenow, timetilchange2)

method getActivity(array<float> id, float id2) => 

    if id.size() > 0

        volPerc1 = id.percentile_nearest_rank(10)
        volPerc2 = id.percentile_nearest_rank(33)
        volPerc3 = id.percentile_nearest_rank(50)
        volPerc4 = id.percentile_nearest_rank(66)
        volPerc5 = id.percentile_nearest_rank(90)

        log.warning(str.tostring(volPerc1) + "\n" + str.tostring(volPerc2) + "\n" + str.tostring(volPerc3) + "\n" + str.tostring(volPerc4) + "\n" + str.tostring(volPerc5))

        activity = switch 

            id2 <=  volPerc1 => "Very Low"   
            id2 <=  volPerc2 => "Low"   
            id2 <=  volPerc3 => "Average"   
            id2 <=  volPerc4 => "High"   
            =>                  "Very High"


        activity
    

if barstate.islast

    hr4Act = vol4hrArr.getActivity(vol4hr)
    D1Act  = vol1DArr .getActivity(vol1D)

    str = str.tostring(timetilchange)
    ch  = str.substring(str, str.pos(str, ".") + 1, str.length(str))
    nu  = str.tonumber(ch) * 6
    nu2 = str.substring(str.tostring(nu), 0, 2)

    if showTable

        table.cell(tab2, 0, 2, text = "Session:"  ,       text_color = color.white, text_halign = text.align_left)
        table.cell(tab2, 0, 3, text = "Session Close:"  , text_color = color.white, text_halign = text.align_left)
        table.cell(tab2, 0, 4, text = "Next Session:"  , text_color = color.white, text_halign = text.align_left)
        table.cell(tab2, 0, 5, text = "Next Session Open:"  , text_color = color.white, text_halign = text.align_left)

        table.cell(tab2, 0, 6, text = "4-Hr Volume:"  ,   text_color = color.white, text_halign = text.align_left)
        table.cell(tab2, 0, 7, text = "24-Hr Volume:"  ,  text_color = color.white, text_halign = text.align_left)

        table.cell(tab2, 1, 2, text =  stringCol , text_color = color.white)
        table.cell(tab2, 1, 3, text = stringCol != "Dead Zone" ? str.tostring(hours)+ "h" + str.tostring(minutes) + "m": "Dead Zone", text_color = color.white)
        table.cell(tab2, 1, 4, text =stringCol2, text_color = color.white)
        table.cell(tab2, 1, 5, text = str.tostring(hours2) + "h:" + str.tostring(minutes2) + "m", text_color = color.white)
        table.cell(tab2, 1, 6, text = hr4Act, text_color = color.white)
        table.cell(tab2, 1, 7, text = D1Act, text_color = color.white)


nyHour2   = hour  (time, "America/New_York")
nyMinute2 = minute(time, "America/New_York")

timeIsInRange2(startHour, startMinute, endHour, endMinute) =>
    if endHour >= startHour
        (nyHour2 > startHour or (nyHour2 == startHour and nyMinute2 >= startMinute)) and 
         (nyHour2 < endHour or (nyHour2 == endHour and nyMinute2 <= endMinute))
    else
        (nyHour2 > startHour or (nyHour2 == startHour and nyMinute2 >= startMinute)) or
         (nyHour2 < endHour or (nyHour2 == endHour and nyMinute2 <= endMinute))

showSessionBg = input.bool(defval = false, title = "Show Session Background")
nyCol = input.color(defval = #f24968, title = "NY Color")
asCol = input.color(defval = #14D990, title = "Asia Color")
loCol = input.color(defval = #F2B807, title = "London Color")
tra   = input.int(defval = 98, minval = 0, maxval = 100, title = "Transparency")

bgcolor(showSessionBg and timeIsInRange2(9, 30, 16, 0) ? color.new(nyCol, tra) : na)
bgcolor(showSessionBg and timeIsInRange2(20, 0, 2 , 0) ? color.new(asCol, tra) : na)
bgcolor(showSessionBg and timeIsInRange2(3, 0, 11, 30) ? color.new(loCol, tra) : na)