The SFA FlowLiquidity library computes structural flow and liquidity events from price data. It detects sweep ups and downs with associated scores, identifies liquidity levels, and applies session and regime filters. Persistent arrays track liquidity prices, b
Library · Pine Script v6 · Library
PriceAction
PriceAction is a Pine Script v6 library designed to calculate and track market structure elements based on customizable pivot lengths.
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Pine versionv6current
Lines of code660
Settings0inputs
LicenceNone statedfile: MPL-2.0
Last update2 months ago5 Aug 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new library, select all of the template text and paste. Press Save and give it a name.
- 4Publish or import itA library draws nothing. Publish it from the editor, then import its functions in your own scripts.
Source Code
660 lines of Pine Script v6 from Liquidity & Inducements/mickesPriceAction4.txt, published under MPL-2.0 (file header). Keep the author's credit and licence lines when you reuse it.
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © mickes
//@version=6
// @description Will draw out the market structure for the disired pivot length.
library("PriceAction")
//@type Holds drawings for a structure break.
//@field Line The line object.
//@field Label The label object.
export type StructureBreak
line Line
label Label
//@type Holds all the values for a found pivot.
//@field Price The price of the pivot.
//@field BarIndex The bar_index where the pivot occured.
//@field Type The type of the pivot (-1 = low, 1 = high).
//@field Time The time where the pivot occured.
//@field BreakOfStructureBroken Sets to true if a break of structure has happened.
//@field LiquidityBroken Sets to true if a liquidity of the price level has happened.
//@field ChangeOfCharacterBroken Sets to true if a change of character has happened.
export type Pivot
float Price
int BarIndex
int Type // -1 = low, 1 = high
int Time
bool BreakOfStructureBroken
bool LiquidityBroken
bool ChangeOfCharacterBroken
//@type Enum for the type of market structure.
//@field Intenal represents the internal (orderflow) market structure.
//@field Swing represents the swing market structure.
export enum Type
Internal = "internal"
Swing = "swing"
//@type Holds all the values for the market structure.
//@field LeftLength Define the left length of the pivots used.
//@field RightLength Define the right length of the pivots used.
//@field Type Set the type of the market structure. Two types can be used, 'internal' and 'swing' (0 = internal, 1 = swing).
//@field Trend This will be set internally and can be -1 = downtrend, 1 = uptrend.
//@field EqualPivotsFactor Set how the limits are for an equal pivot. This is a factor of the Average True Length (ATR) of length 14. If a low pivot is considered to be equal if it doesn't break the low pivot (is at a lower value) and is inside the previous low pivot + this limit.
//@field ExtendEqualPivotsZones Set to true if you want the equal pivots zones to be extended.
//@field ExtendEqualPivotsStyle Set the style of equal pivot zones.
//@field ExtendEqualPivotsColor Set the color of equal pivot zones.
//@field EqualHighs Holds the boxes for zones that contains equal highs.
//@field EqualLows Holds the boxes for zones that contains equal lows.
//@field BreakOfStructures Holds all the break of structures within the trend (before a change of character).
//@field Pivots All the pivots in the current trend, added with the latest first, this is cleared when the trend changes.
//@field FontSize Holds the size of the font displayed.
//@field AlertChangeOfCharacter Holds true or false if a change of character should be alerted or not.
//@field AlertBreakOfStructure Holds true or false if a break of structure should be alerted or not.
//@field AlerEqualPivots Holds true or false if equal highs/lows should be alerted or not.
export type Structure
int LeftLength
int RightLength
Type Type
int Trend // -1 = downtrend, 1 = uptrend
float EqualPivotsFactor
bool ExtendEqualPivotsZones
string ExtendEqualPivotsStyle
color ExtendEqualPivotsColor
array<box> EqualHighs
array<box> EqualLows
array<StructureBreak> BreakOfStructures
array<Pivot> Pivots // All the pivots in the current trend, added with the latest first, this is cleared when the trend changes
int FontSize
bool AlertChangeOfCharacter
bool AlertBreakOfStructure
bool AlerEqualPivots
//@type Holds all the values for liquidity.
//@field LiquidityPivotsHigh All high pivots for liquidity.
//@field LiquidityPivotsLow All low pivots for liquidity.
//@field LiquidityConfirmationBars The number of bars to confirm that a liquidity is valid.
//@field LiquidityPivotsLookback A number of pivots to look back for.
//@field FontSize Holds the size of the font displayed.
export type Liquidity
array<Pivot> LiquidityPivotsHigh
array<Pivot> LiquidityPivotsLow
int LiquidityConfirmationBars
int LiquidityPivotsLookback
int FontSize
//@type Holds all the values for the general price action and the market structures.
//@field Liqudity Placeholder for all objects used for liquidity.
//@field Swing Placeholder for all objects used for the swing market structure.
//@field Internal Placeholder for all objects used for the internal market structure.
export type PriceAction
Liquidity Liquidity
Structure Swing
Structure Internal
//@type Holds sll the values for the settings for turtle soups.
//@field PivotLeftLenght Define the left length of the pivots used.
//@field PivotRightLenght Define the right length of the pivots used.
//@field Lookback Set how many pivots back that will be used.
//@field Confirmation Set if you want confirmation to be needed for q turtle soup to be formed (e g. a CHoCH).
//@field Color The color of turtle soups.
//@field ScreenerKeep Set the number of bars that the plot 'Turtle soup' will have a value after a turtle soup is found.
//@field AlertFrequency Set the frequency of alerts, possible values are 'alert.freq_all', 'alert.freq_once_per_bar' or 'alert.freq_once_per_bar_close'.
export type TurtleSoupSettings
int PivotLeftLenght
int PivotRightLenght
int Lookback
bool Confirmation
color Color
int ScreenerKeep
string AlertFrequency
//@type To be used when a turtle soup is found and holds all values needed for it.
//@field Line The line object between the pivot and the turtle soup.
//@field Box The bos for the turtle soup.
//@field Start The first bar of the turtle soup.
//@field End The last bar of the turtle soup.
//@field Pivot The pivot which liquidity was taken by the turtle soup.
export type TurtleSoup
line Line
box Box
int Start
int End
Pivot Pivot
//@type Holds all values to be used in the Pine Screener by Tradingview.
//@field TurtleSoupUntilBarIndex Pine Screener value for turtle soups.
export type Screener
int TurtleSoupUntilBarIndex
//@type TurtleSoups The entire context for all turtle soups.
//@field Highs The high pivots.
//@field Lows The low pivots.
//@field Bullish Bullish turtle soups.
//@field Bearish Bearish turtle soups.
//@field AlertMessages All messages for the current iteration.
export type TurtleSoups
array<Pivot> Highs
array<Pivot> Lows
array<TurtleSoup> Bullish
array<TurtleSoup> Bearish
varip array<string> AlertMessages
_atr = ta.atr(14)
method SetBarIndex(Pivot pivot, int barTime) =>
barIndex = 0
i = 0
while true
timeBack = time[i]
if timeBack < barTime or na(timeBack) // before creation of pivot
barIndex := bar_index - (i - 1) // set the creation bar to the first bar inside the pivot
break
i += 1
pivot.BarIndex := barIndex
//@function Sets the 'BarIndex' value of the 'Pivot' object. Useful if the pivot is from an other timeframe.
//@param pivotHigh The 'Pivot' object for the high pivot.
//@param pivotLow The 'Pivot' object for the low pivot.
export SetBarIndices(Pivot pivotHigh, Pivot pivotLow) =>
if not na(pivotHigh) and na(pivotHigh.BarIndex)
pivotHigh.SetBarIndex(pivotHigh.Time)
if not na(pivotLow) and na(pivotLow.BarIndex)
pivotLow.SetBarIndex(pivotLow.Time)
Alert(string message, string frequency) =>
switch frequency
alert.freq_all => alert(message, alert.freq_all)
alert.freq_once_per_bar => alert(message, alert.freq_once_per_bar)
alert.freq_once_per_bar_close => alert(message, alert.freq_once_per_bar_close)
TurtleSoupAlert(string message, TurtleSoup turtleSoup, TurtleSoupSettings settings) =>
direction = switch turtleSoup.Pivot.Type
-1 => "bullish"
1 => "bearish"
fullMessage = str.format("{0} ({1} of {2} bars, {3} bars ago and with a pivot from {4} bars ago (from the turtle soup start))", message, direction, turtleSoup.End - turtleSoup.Start, bar_index - turtleSoup.End, turtleSoup.Start - turtleSoup.Pivot.BarIndex)
fullMessage
//@function Will fire off an alert if there is one. To be used lastly in the calling script.
//@param turtleSoupsContext The context of all turtle soups.
//@param settings The settings for turtle soups.
export Alert(TurtleSoups turtleSoupsContext, TurtleSoupSettings settings) =>
if turtleSoupsContext.AlertMessages.size() > 0
Alert(turtleSoupsContext.AlertMessages.join("\n"), settings.AlertFrequency)
turtleSoupsContext.AlertMessages.clear()
//@function Will visulize found turtle soups and add alert messages for it.
//@param pivots All current pivots (high or low).
//@param turtleSoups All bullish or bearish turtle soups.
//@param turtleSoupsContext The context of all turtle soups.
//@param settings The settings for turtle soups.
export VisualizeTurtleSoups(array<Pivot> pivots, array<TurtleSoup> turtleSoups, TurtleSoups turtleSoupsContext, TurtleSoupSettings settings) =>
reversedPivots = pivots.copy()
reversedPivots.reverse()
for pivot in reversedPivots
if not pivot.LiquidityBroken
confirmed = switch pivot.Type
-1 => low > pivot.Price and low[1] <= pivot.Price // turtle soup confimed
1 => high < pivot.Price and high[1] >= pivot.Price // turtle soup confimed
if confirmed
i = 2
deepest = switch pivot.Type
-1 => low[1]
1 => high[1]
while true
price = switch pivot.Type
-1 => low[i]
1 => high[i]
swept = switch pivot.Type
-1 => price <= pivot.Price
1 => price >= pivot.Price
if swept
i += 1
newDeepest = switch pivot.Type
-1 => price < deepest
1 => price > deepest
if newDeepest
deepest := price
else
break // before liquidity sweep
if i == 2
continue // no turtle soup, regular liquidity sweep
pivot.LiquidityBroken := true
start = bar_index - i
end = bar_index - 1
boxColor = if settings.Confirmation
na
else
settings.Color
lineColor = if settings.Confirmation
na
else
color.new(settings.Color, 0)
turtleSoup = TurtleSoup.new(
line.new(pivot.Time, pivot.Price, time[1], pivot.Price, xloc = xloc.bar_time, color = lineColor, style = line.style_dotted),
box.new(bar_index - i, pivot.Price, bar_index - 1, deepest, border_width = 0, bgcolor = boxColor, text = "🐢", text_color = boxColor),//color.new(color.white, 50)),
start,
end,
pivot)
removeTurtleSoupIndices = array.new<int>()
for [j, previousTurtleSoup] in turtleSoups
if previousTurtleSoup.Start >= turtleSoup.Start and previousTurtleSoup.End <= turtleSoup.End
removeTurtleSoupIndices.unshift(j)
for removeTurtleSoupIndex in removeTurtleSoupIndices
removeTurtleSoup = turtleSoups.get(removeTurtleSoupIndex)
removeTurtleSoup.Box.set_text("")//.delete()
if turtleSoup.Start > removeTurtleSoup.Start
removeTurtleSoup.Line.set_x2(turtleSoup.Start)
if turtleSoups.size() >= 5
turtleSoups.pop()
turtleSoups.unshift(turtleSoup)
if not settings.Confirmation
turtleSoupsContext.AlertMessages.unshift(TurtleSoupAlert("Turtle soup (NOT confirmed)", turtleSoup, settings))
//@function Will get available pivots. Can be called from another timeframe.
//@param settings The settings for turtle soups.
//@returns A tuple of high and then low pivots.
export GetPivots(TurtleSoupSettings settings) =>
Pivot pivotHigh = na
Pivot pivotLow = na
pivotHighPrice = ta.pivothigh(settings.PivotLeftLenght, settings.PivotRightLenght)
pivotLowPrice = ta.pivotlow(settings.PivotLeftLenght, settings.PivotRightLenght)
if not na(pivotHighPrice)
pivotHigh := Pivot.new(pivotHighPrice, Type = 1, Time = time[settings.PivotRightLenght])
if not na(pivotLowPrice)
pivotLow := Pivot.new(pivotLowPrice, Type = -1, Time = time[settings.PivotRightLenght])
[pivotHigh, pivotLow]
//@function Will set the new pivots in turtleSoupsContext.
//@param turtleSoupsContext The context of all turtle soups.
//@param settings The settings for turtle soups.
//@param pivotHigh The 'Pivot' object for the high pivot.
//@param pivotLow The 'Pivot' object for the low pivot.
export SetPivots(TurtleSoups turtleSoupsContext, TurtleSoupSettings settings, Pivot pivotHigh, Pivot pivotLow) =>
if not na(pivotHigh)
if turtleSoupsContext.Highs.size() >= settings.Lookback
turtleSoupsContext.Highs.pop()
turtleSoupsContext.Highs.unshift(pivotHigh)
if not na(pivotLow)
if turtleSoupsContext.Lows.size() >= settings.Lookback
turtleSoupsContext.Lows.pop()
turtleSoupsContext.Lows.unshift(pivotLow)
//@function Will visualize turtle soups. To be called if 'TurtleSoupSettings.Confirmation' is true.
//@param turtleSoups All bullish or bearish turtle soups.
//@param turtleSoupsContext The context of all turtle soups.
//@param settings The settings for turtle soups.
//@param previousStructureBreakBarIndex The bar index of the previous structure break (BOS/CHoCH/CHoCH+).
//@param screener The 'Screener' object to be used for Pine Screening by Tradingview. The function will set 'TurtleSoupUntilBarIndex' if there's a confirmed turtle soup.
export Confirm(array<TurtleSoup> turtleSoups, TurtleSoups turtleSoupsContext, TurtleSoupSettings settings, int previousStructureBreakBarIndex, Screener screener) =>
for turtleSoup in turtleSoups
if turtleSoup.End > previousStructureBreakBarIndex
turtleSoup.Line.set_color(color.new(settings.Color, 0))
turtleSoup.Box.set_bgcolor(settings.Color)
turtleSoup.Box.set_text_color(settings.Color)
turtleSoupsContext.AlertMessages.unshift(TurtleSoupAlert("Turtle soup (confirmed)", turtleSoup, settings))
screener.TurtleSoupUntilBarIndex := bar_index + settings.ScreenerKeep
Liquidation(Liquidity liquidity, Pivot pivot) =>
switch pivot.Type
-1 =>
if low[liquidity.LiquidityConfirmationBars] <= pivot.Price and close[liquidity.LiquidityConfirmationBars] >= pivot.Price
if liquidity.LiquidityConfirmationBars > 0
confirmed = true
for i = liquidity.LiquidityConfirmationBars - 1 to 0
if close[i] < pivot.Price
confirmed := false
break
confirmed
else
true
1 =>
if high[liquidity.LiquidityConfirmationBars] >= pivot.Price and close[liquidity.LiquidityConfirmationBars] <= pivot.Price
if liquidity.LiquidityConfirmationBars > 0
confirmed = true
for i = liquidity.LiquidityConfirmationBars - 1 to 0
if close[i] > pivot.Price
confirmed := false
break
confirmed
else
true
method VisualizeLiquidations(array<Pivot> pivots, Liquidity liquidity) =>
for pivot in pivots
if bar_index < pivot.BarIndex + liquidity.LiquidityConfirmationBars + 1
continue // only continue if the pivot was at a bar after prIce can take tHe liquidity
if not pivot.LiquidityBroken
if Liquidation(liquidity, pivot)
limitLine = line.new(pivot.BarIndex, pivot.Price, bar_index - liquidity.LiquidityConfirmationBars, pivot.Price, color = color.orange, style = line.style_dotted)
breakLine = switch pivot.Type
-1 => line.new(pivot.BarIndex, low[liquidity.LiquidityConfirmationBars], bar_index - liquidity.LiquidityConfirmationBars, low[liquidity.LiquidityConfirmationBars], color = na)
1 => line.new(pivot.BarIndex, high[liquidity.LiquidityConfirmationBars], bar_index - liquidity.LiquidityConfirmationBars, high[liquidity.LiquidityConfirmationBars], color = na)
linefill.new(limitLine, breakLine, color.new(color.orange, 80))
switch pivot.Type
-1 => label.new(bar_index - liquidity.LiquidityConfirmationBars - ((bar_index - liquidity.LiquidityConfirmationBars - pivot.BarIndex) / 2), pivot.Price, "$$$", size = liquidity.FontSize, color = color(na), textcolor = color.new(color.orange, 30), style = label.style_label_up)
1 => label.new(bar_index - liquidity.LiquidityConfirmationBars - ((bar_index - liquidity.LiquidityConfirmationBars - pivot.BarIndex) / 2), pivot.Price, "$$$", size = liquidity.FontSize, color = color(na), textcolor = color.new(color.orange, 30))
pivot.LiquidityBroken := true
else
switch pivot.Type
-1 =>
if close < pivot.Price // invalid liquidation
pivot.LiquidityBroken := true
1 =>
if close > pivot.Price // invalid liquidation
pivot.LiquidityBroken := true
// @function Will draw liquidity.
// @param liquidity The 'PriceAction.Liquidity' object.
export Liqudity(Liquidity liquidity) =>
if barstate.isconfirmed // only if the bar is closed
liquidity.LiquidityPivotsHigh.VisualizeLiquidations(liquidity)
liquidity.LiquidityPivotsLow.VisualizeLiquidations(liquidity)
pivotHigh = ta.pivothigh(1, 1)
pivotLow = ta.pivotlow(1, 1)
if not na(pivotHigh)
if liquidity.LiquidityPivotsHigh.size() >= liquidity.LiquidityPivotsLookback
liquidity.LiquidityPivotsHigh.pop()
liquidity.LiquidityPivotsHigh.unshift(Pivot.new(pivotHigh, bar_index - 1, 1))
if not na(pivotLow)
if liquidity.LiquidityPivotsLow.size() >= liquidity.LiquidityPivotsLookback
liquidity.LiquidityPivotsLow.pop()
liquidity.LiquidityPivotsLow.unshift(Pivot.new(pivotLow, bar_index - 1, -1))
Alert(string message) =>
alert(message, alert.freq_once_per_bar_close)
method BrokenByBar(Pivot pivot) =>
broken = false
for i = 1 to bar_index - 1 - pivot.BarIndex
switch pivot.Type
1 =>
if low[i] > pivot.Price
broken := true
break
-1 =>
if high[i] < pivot.Price
broken := true
break
broken
method BrokenByBar(box zone, int type) =>
broken = false
for i = 1 to bar_index - 1 - zone.get_left()
switch type
1 =>
if low[i] > zone.get_top()
broken := true
break
-1 =>
if high[i] < zone.get_bottom()
broken := true
break
broken
InLimits(float highLimit, float lowLimit, float price) =>
price >= lowLimit and price <= highLimit
// @function Sets the pivots in the structure.
// @param Structure The market structure value to modify.
export Pivot(Structure structure) =>
pivotHigh = ta.pivothigh(structure.LeftLength, structure.RightLength)
pivotLow = ta.pivotlow(structure.LeftLength, structure.RightLength)
if not na(pivotHigh)
if structure.Pivots.size() > 5
structure.Pivots.pop()
structure.Pivots.unshift(Pivot.new(pivotHigh, bar_index - structure.RightLength, 1, time[structure.RightLength]))
if not na(pivotLow)
if structure.Pivots.size() > 5
structure.Pivots.pop()
structure.Pivots.unshift(Pivot.new(pivotLow, bar_index - structure.RightLength, -1, time[structure.RightLength]))
// @function Draws labels for the pivots found.
// @param Structure The market structure value to modify.
export PivotLabels(Structure structure) =>
txt = ""
for pivot in structure.Pivots
if pivot.BarIndex == bar_index - structure.RightLength
for i = 1 to structure.Pivots.size() - 1
if structure.Pivots.size() == 1
break // previous trend pivots high/low
previousPivot = structure.Pivots.get(i)
if previousPivot.Type != pivot.Type or previousPivot.BarIndex == pivot.BarIndex
continue
if pivot.Price == previousPivot.Price
txt := "EQ"
else if pivot.Price > previousPivot.Price
txt := "H"
else if pivot.Price < previousPivot.Price
txt := "L"
break
transparency = switch structure.Type
Type.Internal => 60
Type.Swing => 20
switch pivot.Type
-1 => txt += "L", label.new(pivot.BarIndex, pivot.Price, txt, size = structure.FontSize, color = color(na), textcolor = color.new(color.teal, transparency), style = label.style_label_up)
1 => txt += "H", label.new(pivot.BarIndex, pivot.Price, txt, size = structure.FontSize, color = color(na), textcolor = color.new(color.red, transparency))
// @function Draws the boxes for equal highs/lows. Also creates labels for the pivots included.
// @param Structure The market structure value to modify.
export EqualHighOrLow(Structure structure) =>
retestHigh = high < high[1] and high[1] > high[2]
retestLow = low > low[1] and low[1] < low[2]
// go through previously created zones to add to
if retestHigh
for equalPivot in structure.EqualHighs
price = high[1]
lowLimit = equalPivot.get_bottom() - (_atr * (structure.EqualPivotsFactor / 100.))
highLimit = equalPivot.get_top()
if InLimits(highLimit, lowLimit, price)
if not equalPivot.BrokenByBar(1)
if price < equalPivot.get_bottom() //equalPivot.get_top()
equalPivot.set_rightbottom(bar_index - 1, price)
else
equalPivot.set_right(bar_index - 1)
equalPivot.set_top(price)
label.new(bar_index - 1, price, style = structure.ExtendEqualPivotsStyle, size = structure.FontSize, color = color.new(structure.ExtendEqualPivotsColor, 70))
if structure.AlerEqualPivots
Alert("Added bar to existing equal high")
if retestLow
for equalPivot in structure.EqualLows
price = low[1]
lowLimit = equalPivot.get_bottom()
highLimit = equalPivot.get_top() + (_atr * (structure.EqualPivotsFactor / 100.))
if InLimits(highLimit, lowLimit, price)
if not equalPivot.BrokenByBar(-1)
if price < equalPivot.get_bottom()
equalPivot.set_rightbottom(bar_index - 1, price)
else
equalPivot.set_right(bar_index - 1)
equalPivot.set_top(price)
label.new(bar_index - 1, price, style = structure.ExtendEqualPivotsStyle, size = structure.FontSize, color = color.new(structure.ExtendEqualPivotsColor, 70))
if structure.AlerEqualPivots
Alert("Added bar to existing equal low")
// create new zones
for pivot in structure.Pivots
price = 0., lowLimit = 0., highLimit = 0.
switch pivot.Type
-1 =>
if not retestLow
continue
price := low[1]
lowLimit := pivot.Price
highLimit := pivot.Price + (_atr * (structure.EqualPivotsFactor / 100.))
1 =>
if not retestHigh
continue
price := high[1]
lowLimit := pivot.Price - (_atr * (structure.EqualPivotsFactor / 100.))
highLimit := pivot.Price
if InLimits(highLimit, lowLimit, price)
if not pivot.BrokenByBar()
left = pivot.BarIndex, right = bar_index - 1, top = math.max(price, pivot.Price), bottom = math.min(price, pivot.Price)
exactSamePivotPrice = pivot.Price == price
equalPivotsBox = box.new(left, top, right, bottom, bgcolor = color.new(structure.ExtendEqualPivotsColor, 70), text = "Equal low", text_color = structure.ExtendEqualPivotsColor, border_width = exactSamePivotPrice ? 1 : 0, border_color = structure.ExtendEqualPivotsColor, extend = structure.ExtendEqualPivotsZones ? extend.right : extend.none)
label.new(bar_index - 1, price, size = structure.FontSize, style = structure.ExtendEqualPivotsStyle, color = color.new(structure.ExtendEqualPivotsColor, 70))
label.new(pivot.BarIndex, pivot.Price, size = structure.FontSize, style = structure.ExtendEqualPivotsStyle, color = color.new(structure.ExtendEqualPivotsColor, 70))
switch pivot.Type
-1 =>
equalPivotsBox.set_text("Equal low")
structure.EqualLows.unshift(equalPivotsBox)
if structure.AlerEqualPivots
Alert("Equal low appeared")
1 =>
equalPivotsBox.set_text("Equal high")
structure.EqualHighs.unshift(equalPivotsBox)
if structure.AlerEqualPivots
Alert("Equal high appeared")
// @function Will create lines when a break of strycture occures.
// @param Structure The market structure value to modify.
// @returns The 'Pivot' that caused the break of structure, na otherwise.
export BreakOfStructure(Structure structure) =>
var alerMessageFormat = "BOS on {0} on {1} market structure"
Pivot breakOfStructureOccured = na
lineStyle = switch structure.Type
Type.Swing => line.style_solid
Type.Internal => line.style_dashed
for pivot in structure.Pivots
if structure.Trend == 1 and pivot.Type == 1 and close > pivot.Price and not pivot.BreakOfStructureBroken
create = true
for breakOfStructure in structure.BreakOfStructures
barIndex = breakOfStructure.Line.get_x1()
if barIndex > pivot.BarIndex
price = breakOfStructure.Line.get_y1()
if price < pivot.Price
breakOfStructure.Line.delete() // remove previous BOS lines
breakOfStructure.Label.delete()
else // dont create the bos if there was an earlier one with a lower price
create := false
break
if create
structure.BreakOfStructures.unshift(StructureBreak.new(
line.new(pivot.BarIndex, pivot.Price, bar_index, pivot.Price, color = color.teal, style = lineStyle),
label.new(bar_index - ((bar_index - pivot.BarIndex) / 2), pivot.Price, "BOS", size = structure.FontSize, color = color(na), textcolor = color.new(color.teal, 30))))
pivot.BreakOfStructureBroken := true
switch structure.Type
Type.Internal =>
if structure.AlertBreakOfStructure
Alert(str.format(alerMessageFormat, "an uptrend", "internal"))
Type.Swing =>
if structure.AlertBreakOfStructure
Alert(str.format(alerMessageFormat, "an uptrend", "swing"))
breakOfStructureOccured := pivot
break
else if structure.Trend == -1 and pivot.Type == -1 and close < pivot.Price and not pivot.BreakOfStructureBroken
create = true
for breakOfStructure in structure.BreakOfStructures
barIndex = breakOfStructure.Line.get_x1()
if barIndex > pivot.BarIndex
price = breakOfStructure.Line.get_y1()
if price > pivot.Price
breakOfStructure.Line.delete() // remove previous BOS lines
breakOfStructure.Label.delete()
else // dont create the bos if there was an earlier one with a lower price
create := false
break
if create
structure.BreakOfStructures.unshift(StructureBreak.new(
line.new(pivot.BarIndex, pivot.Price, bar_index, pivot.Price, color = color.red, style = lineStyle),
label.new(bar_index - ((bar_index - pivot.BarIndex) / 2), pivot.Price, "BOS", size = structure.FontSize, color = color(na), textcolor = color.new(color.red, 30), style = label.style_label_up)))
pivot.BreakOfStructureBroken := true
switch structure.Type
Type.Internal =>
if structure.AlertBreakOfStructure
Alert(str.format(alerMessageFormat, "a downtrend", "internal"))
Type.Swing =>
if structure.AlertBreakOfStructure
Alert(str.format(alerMessageFormat, "a downtrend", "swing"))
breakOfStructureOccured := pivot
break
breakOfStructureOccured
// @function Will create lines when a change of character occures. This line will have a label with "CHoCH" or "CHoCH+".
// @param Structure The market structure value to modify.
// @returns The 'Pivot' that caused the change of character, na otherwise.
export ChangeOfCharacter(Structure structure) =>
var alerMessageFormat = "{0} to {1} on {2} market structure"
Pivot changeOfCharacterOccured = na
lineStyle = switch structure.Type
Type.Internal => line.style_dashed
Type.Swing => line.style_solid
for pivot in structure.Pivots
if structure.Trend <= 0 and pivot.Type == 1 and close > pivot.Price and close[1] < pivot.Price and not(pivot.ChangeOfCharacterBroken)
pivot.ChangeOfCharacterBroken := true
txt = "CHoCH"
if structure.Pivots.size() >= 2 and structure.Trend != 0 // need at leased 2 pivots
for i = 0 to structure.Pivots.size() - 2
latestPivot = structure.Pivots.get(i)
if latestPivot.Type == -1
for j = i + 1 to structure.Pivots.size() - 2
nextLatestPivot = structure.Pivots.get(j)
if nextLatestPivot.Type == -1
if latestPivot.Price > nextLatestPivot.Price
txt := "CHoCH+"
break
break
line.new(pivot.BarIndex, pivot.Price, bar_index, pivot.Price, color = color.teal, style = lineStyle)
label.new(bar_index - ((bar_index - pivot.BarIndex) / 2), pivot.Price, txt, size = structure.FontSize, color = color(na), textcolor = color.new(color.teal, 30))
structure.Trend := 1
structure.EqualHighs.clear(), structure.EqualLows.clear()
structure.BreakOfStructures.clear()
// Keep all the pivots 'within' the pivot and the break for CHoCHs, disable all for BOSs
remove = array.new<int>()
for [i, p] in structure.Pivots
if p.BarIndex <= pivot.BarIndex
remove.push(i)
else
p.BreakOfStructureBroken := true
for [i, r] in remove
structure.Pivots.remove(r - i)
for p in structure.Pivots
if p.BarIndex != pivot.BarIndex // set all pivots to breakable
p.ChangeOfCharacterBroken := false
switch structure.Type
Type.Internal =>
if structure.AlertChangeOfCharacter
Alert(str.format(alerMessageFormat, txt, "an uptrend", "internal"))
Type.Swing =>
if structure.AlertChangeOfCharacter
Alert(str.format(alerMessageFormat, txt, "an uptrend", "swing"))
changeOfCharacterOccured := pivot
break
else if structure.Trend >= 0 and pivot.Type == -1 and close < pivot.Price and close[1] > pivot.Price and not(pivot.ChangeOfCharacterBroken)
pivot.ChangeOfCharacterBroken := true
txt = "CHoCH"
if structure.Pivots.size() >= 2 and structure.Trend != 0 // need at leased 2 pivots
for i = 0 to structure.Pivots.size() - 2
latestPivot = structure.Pivots.get(i)
if latestPivot.Type == 1
for j = i + 1 to structure.Pivots.size() - 2
nextLatestPivot = structure.Pivots.get(j)
if nextLatestPivot.Type == 1
if latestPivot.Price < nextLatestPivot.Price
txt := "CHoCH+"
break
break
line.new(pivot.BarIndex, pivot.Price, bar_index, pivot.Price, color = color.red, style = lineStyle)
label.new(bar_index - ((bar_index - pivot.BarIndex) / 2), pivot.Price, txt, size = structure.FontSize, color = color(na), textcolor = color.new(color.red, 30), style = label.style_label_up)
structure.Trend := -1
structure.EqualHighs.clear(), structure.EqualLows.clear()
structure.BreakOfStructures.clear()
// Keep all the pivots 'within' the pivot and the break for CHoCHs, disable all for BOSs
remove = array.new<int>()
for [i, p] in structure.Pivots
if p.BarIndex <= pivot.BarIndex
remove.push(i)
else
p.BreakOfStructureBroken := true
for [i, r] in remove
structure.Pivots.remove(r - i)
for p in structure.Pivots
if p.BarIndex != pivot.BarIndex // set all pivots to breakable
p.ChangeOfCharacterBroken := false
switch structure.Type
Type.Internal =>
if structure.AlertChangeOfCharacter
Alert(str.format(alerMessageFormat, txt, "a downtrend", "internal"))
Type.Swing =>
if structure.AlertChangeOfCharacter
Alert(str.format(alerMessageFormat, txt, "a downtrend", "swing"))
changeOfCharacterOccured := pivot
break
changeOfCharacterOccured
// @function Will create a box with a background for between the latest high and low pivots. This can be used as the current trading range (if the pivots broke strucure somehow).
export VisualizeCurrent(Structure structure) =>
var tradingRange = box.new(bar_index, high, bar_index, high, extend = extend.right, border_width = 0, bgcolor = color.new(color.gray, 70))
Pivot latestHighPivot = na, Pivot latestLowPivot = na
for pivot in structure.Pivots
switch pivot.Type
-1 =>
if na(latestLowPivot)
latestLowPivot := pivot
1 =>
if na(latestHighPivot)
latestHighPivot := pivot
if not na(latestHighPivot) and structure.RightLength == bar_index - latestHighPivot.BarIndex
tradingRange.set_lefttop(bar_index - (bar_index - latestHighPivot.BarIndex), high[bar_index - latestHighPivot.BarIndex])
if not na(latestLowPivot) and structure.RightLength == bar_index - latestLowPivot.BarIndex
tradingRange.set_rightbottom(bar_index - (bar_index - latestLowPivot.BarIndex), low[bar_index - latestLowPivot.BarIndex])
Overview
PriceAction exports custom data structures for pivots, structure breaks, and market trends, categorizing price movement into internal order flow or swing structure. The library manages arrays for breaks of structure, changes of character, liquidity breaks, and equal high or low zones scaled by ATR. Because pivot calculations rely on confirmation bars after the high or low occurs, historical pivot assignments update dynamically.
- Custom data types for market structure tracking
- Support for internal and swing structure types
- Detection of breaks of structure and character changes
- Tracking of equal highs and equal lows zones
Details
Published by
alvinng214 on GitHub
Code credit
mickes, as written in the script's header
Type
Draws
Library (no plots)
Markets
Any symbol
Timeframes
Any timeframe
Risk Notes
- Signals can change on the live bar or after it closes (repainting)
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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