RVol Panel

//@version=5
indicator("RVol Panel", shorttitle="RVol Panel", overlay=false,  max_bars_back = 5000)

//──────────────────── USER SETTINGS
daysRVol     = input.int(20,  "Days in RV Baseline")
volMALen     = input.int(20,  "Volume-MA Length")
th0          = input.float(0.50, "Thresh 0 (black → red)")
th1          = input.float(1.25, "Thresh 1 (red→orange)")
th2          = input.float(2.00, "Thresh 2 (orange→green)")
th3 = input.float(2.25, "Thresh 3  (green → light-blue)")
th4 = input.float(3.00, "Thresh 4  (light-blue → purple)")
useGradient  = input.bool(false, "Gradient bar colours?")

//──────────────────── ALERT SETTINGS
string grpAlert        = "RVol Alerts"
bool   enableRVolAlert = input.bool(true, "Enable high RVol streak alert", group=grpAlert)
int    alertBars       = input.int(2, "Consecutive bars (green or higher)", minval=1, maxval=10, group=grpAlert)

// New York cash session (09:30–16:00) in chart timezone
string alertSession    = input.session("0930-1600", "Alert session (New York time)", group=grpAlert)

//──────────────────── COLOURS (sampled from your screenshot)
chipMA   = color.rgb(123, 163, 255)
chipHist = color.rgb(255, 191, 126)
chipVol  = color.rgb(255, 231, 146)
chipCur  = color.rgb(120, 183, 242)
chipRVol = color.rgb(255, 255, 255)
txtCol   = color.rgb( 30, 30,  30)
borderCol= color.rgb(0, 0, 0)
colBlack = color.rgb(0, 0, 0)   // super‑low volume
colLightBlue = color.rgb(74, 155, 232)   // >2.25× RVOL
colPurple    = color.rgb(145, 56, 235)   // >3.00× RVOL

colRed    = color.rgb(160,  0,  0)
colOrange = color.rgb(230,130,  0)
colGreen  = color.rgb(  0,160,  0)

//──────────────────── HELPERS
fmt(v)  => str.tostring(v, format.volume)
pad(s)  => " " + s + " "                // thin padding

//──────────────────── SESSION STATE  (arrays → no bar-limit errors)
var float   cumVol   = 0.0
var int[]   dayStart = array.new_int()
var float[] cumBuf   = array.new_float()
var float[] volBuf   = array.new_float()

isNewDay() =>
    t = time("D")
    (na(t[1]) and not na(t)) or t[1] < t

if isNewDay()
    cumVol := 0
    array.push(dayStart, bar_index)
    if array.size(dayStart) > daysRVol + 1
        array.shift(dayStart)

cumVol += volume
array.push(cumBuf, cumVol)
array.push(volBuf, volume)

//────────────────────  RV CALC (bar-RV & cumulative-RV)
calcRV() =>
    float barAvg = 0.0
    float cumAvg = 0.0
    int   n      = array.size(dayStart)
    if n >= daysRVol + 1
        int barsIntoSess = bar_index - array.get(dayStart, n-1)
        for i = 1 to daysRVol
            int d0  = array.get(dayStart, n - i - 1)
            int d1  = (i == 1) ? bar_index : array.get(dayStart, n - i) - 1
            int idx = math.min(d0 + barsIntoSess, d1)         // clamp if that day was shorter
            barAvg += array.get(volBuf, idx) / daysRVol
            cumAvg += array.get(cumBuf, idx) / daysRVol
    [barAvg > 0 ? volume / barAvg : 0,
     cumAvg > 0 ? cumVol  / cumAvg : 0,
     barAvg, cumAvg]

[barRV, cumRV, histBarAvg, histCumAvg] = calcRV()

//──────────────────── BAR COLOUR
getBarCol(rv) =>
    // ── Simple traffic‑light (no gradient) ───────────────────────────
    if not useGradient
        rv < th0 ? colBlack :            rv < th1 ? colRed   :           rv < th2 ? colOrange:    rv < th3 ? colGreen :    rv < th4 ? colLightBlue : colPurple  
    // ── Smooth gradient version ─────────────────────────────────────
    else
        rv < th0 ? colBlack :rv < th1 ? color.from_gradient(rv, th0, th1, colBlack, colRed) :rv < th2 ? color.from_gradient(rv, th1, th2, colRed,   colOrange) : color.from_gradient(rv, th2, th2*2, colOrange, colGreen)
//──────────────────── PLOTS
// MA first (bars will overlap it)
// Historical same-bar average volume baseline from past daysRVol sessions
avgVolBaseline = histBarAvg > 0 ? histBarAvg : na
plot(avgVolBaseline, color=chipMA, linewidth=2, title="Avg Volume (same-bar baseline)")


// Bars on top
plot(volume,
     style     = plot.style_columns,
     color     = getBarCol(barRV),
     linewidth = 3,
     title     = "Bar Volume")

hline(0, color=color.new(color.gray, 90))   // keep zero visible

//──────────────────── LEGEND TABLE  (2 cols × 5 rows)
var table panel = table.new(position.top_right, 2, 1, border_width=1, border_color=borderCol)


//──────────────────── APPEND — EXTRA CUMV STATS (add-only, no edits above)

// Human-friendly K/M/B formatter
fmtKM(v) =>
    string out = na
    if na(v)
        out := "na"
    else
        float av = math.abs(v)
        out := av >= 1e9 ? str.tostring(v / 1e9, "#.##") + "B" :
               av >= 1e6 ? str.tostring(v / 1e6, "#.##") + "M" :
               av >= 1e3 ? str.tostring(v / 1e3, "#.##") + "K" :
                           str.tostring(v, "#")
    out

// Gather indices safely
int nDays = array.size(dayStart)
bool haveYday = nDays >= 2
bool have3    = nDays >= 4

int yStart = na
int yEndEx = na
int yEndIx = na
float yCumTotal = na

if haveYday
    yStart := array.get(dayStart, nDays - 2)
    yEndEx := array.get(dayStart, nDays - 1)
    yEndIx := yEndEx - 1
    yCumTotal := array.get(cumBuf, yEndIx)

// Last 3 complete days average cumulative volume
float avg3Total = na
if have3
    float s = 0.0
    int c = 0
    for i = 1 to 3
        int dStart = array.get(dayStart, nDays - i - 1)
        int dEndEx = array.get(dayStart, nDays - i)
        int dEndIx = dEndEx - 1
        float totI = array.get(cumBuf, dEndIx)
        s += totI
        c += 1
    avg3Total := c > 0 ? s / c : na

// % of today's cumulative (at this time) vs yesterday's same time
float pctVsY_sameTime = na
if haveYday
    int currStart = array.get(dayStart, nDays - 1)
    int barsInto  = bar_index - currStart
    int ySameIx   = math.min(yStart + barsInto, yEndIx)
    float ySame   = array.get(cumBuf, ySameIx)
    pctVsY_sameTime := ySame > 0 ? (cumVol / ySame) * 100.0 : na

// Table (separate from your existing 'panel' variable; zero edits to it)
var table rvolExtra = table.new(position.top_right, 2, 3, border_width=1, border_color=borderCol)

// Update table cells each bar
table.cell(rvolExtra, 0, 0, "Yday CV", text_color=txtCol, bgcolor=chipVol)
table.cell(rvolExtra, 1, 0, fmtKM(yCumTotal), text_color=txtCol)

table.cell(rvolExtra, 0, 1, "3d CV", text_color=txtCol, bgcolor=chipVol)
table.cell(rvolExtra, 1, 1, fmtKM(avg3Total), text_color=txtCol)

table.cell(rvolExtra, 0, 2, "% vs Y", text_color=txtCol, bgcolor=chipVol)
table.cell(rvolExtra, 1, 2, na(pctVsY_sameTime) ? "na" : str.tostring(pctVsY_sameTime, "#.##") + "%", text_color=txtCol)

//──────── DAILY TOTALS (consolidated) — append-only
float dVol = request.security(syminfo.tickerid, "D", volume)  // daily aggregated volume
float ydayDTotal = dVol[1]
float avg3DTotal = ta.sma(dVol[1], 3)

//──────── SCALE “@now vs Yday” to daily-consolidated totals — append-only
float yIntraTotal = haveYday ? array.get(cumBuf, yEndIx) : na
float scaleY = haveYday and yIntraTotal > 0 ? ydayDTotal / yIntraTotal : na
float ySameScaled = not na(scaleY) ? (array.get(cumBuf, math.min(yStart + (bar_index - array.get(dayStart, nDays - 1)), yEndIx)) * scaleY) : na
float pctVsY_sameTime_adj = not na(ySameScaled) and ySameScaled > 0 ? (cumVol / ySameScaled) * 100.0 : na

//──────────────────── ALERT LOGIC — append-only

// "Green or higher" = barRV >= th2
bool isHighRVol = not na(barRV) and barRV >= th2

// Running streak of consecutive high-RVol bars
var int streakHighRVol = 0
if isHighRVol
    streakHighRVol := streakHighRVol + 1
else
    streakHighRVol := 0

// Condition: at least `alertBars` consecutive green-or-higher bars
bool highRVolStreak = enableRVolAlert and streakHighRVol >= alertBars

// Optional visual marker in the pane
// plotshape(highRVolStreak, title="High RVol streak", style=shape.triangleup, location=location.top, size=size.tiny, color=colGreen)

// Alert condition — set alert to "Once per bar close"
alertcondition(highRVolStreak, "RVol: high streak", "RVol Panel: high RVol streak")



//──────────────────── APPEND — EXTRA PANEL STYLE (fixed)

// Inputs
string grpStyle      = "RVol Extra — Style"
bool   compactLbls   = input.bool(true,  "Compact labels", group=grpStyle)
string txtSizeOpt    = input.string("Tiny", "Text size", options=["Tiny","Small","Normal"], group=grpStyle)
color  hdrBgCol      = input.color(color.new(color.yellow, 10), "Header BG",  group=grpStyle)
color  valBgCol      = input.color(color.new(color.black,   0), "Value BG",   group=grpStyle)
color  tblBorderCol  = input.color(borderCol, "Border color",    group=grpStyle)
int    tblBorderW    = input.int(1, "Border width", minval=0, maxval=3, group=grpStyle)

// Map string → enum size  (no type annotation; just assign)
txtSize = txtSizeOpt == "Tiny"  ? size.tiny :
          txtSizeOpt == "Small" ? size.small :
                                  size.normal


// Slimmer borders/frame
table.set_border_color(rvolExtra, tblBorderCol)
table.set_border_width(rvolExtra, tblBorderW)
table.set_frame_color(rvolExtra,  tblBorderCol)
table.set_frame_width(rvolExtra,  tblBorderW)

// Compact labels
string lblY    = compactLbls ? "Yday"    : "Yday CumVol"
string lblAvg3 = compactLbls ? "Avg 3d"  : "Avg 3d CumVol"
string lblPct  = compactLbls ? "% Yday@" : "% vs Yday @now"

// Repaint cells with smaller text + chosen colors
table.cell(rvolExtra, 0, 0, lblY,                  text_color=txtCol, bgcolor=hdrBgCol, text_size=txtSize)
table.cell(rvolExtra, 1, 0, fmtKM(yCumTotal),      text_color=txtCol, bgcolor=valBgCol, text_size=txtSize)

table.cell(rvolExtra, 0, 1, lblAvg3,               text_color=txtCol, bgcolor=hdrBgCol, text_size=txtSize)
table.cell(rvolExtra, 1, 1, fmtKM(avg3Total),      text_color=txtCol, bgcolor=valBgCol, text_size=txtSize)

string pctText = na(pctVsY_sameTime) ? "na" : str.tostring(pctVsY_sameTime, "#.##") + "%"
table.cell(rvolExtra, 0, 2, lblPct,                text_color=txtCol, bgcolor=hdrBgCol, text_size=txtSize)
table.cell(rvolExtra, 1, 2, pctText,               text_color=txtCol, bgcolor=valBgCol, text_size=txtSize)