Session High Low Levels with Session Breakout Box Strategy

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


//@version=5
indicator("Session High Low Levels with Session Breakout Box Strategy", overlay = true, max_lines_count = 500)

// @keywords: session-high-low, breakout-box, three-sessions, session-range-lines, highest-lowest-body, session-midline, background-highlight, extend-draw-window, calc-vs-draw-time, session-one, session-two, session-three, horizontal-levels, body-extremes, wick-extremes, multi-session-box, range-breakout, est-session-input, dashed-solid-lines, session-comparison


// session 1 inputs
sess1_use =             input.bool(true, title = 'Use Session 1', group = 'Session 1', inline = '1')
sess1_css_bg =          input.color(color.new(color.yellow, 85), title = ' ', group = 'Session 1', inline = '1')
sess1_calc =            input.session("0300-0400", title = 'Session 1 Time', group = 'Session 1', inline = '2')
sess1_draw =            input.session("0300-0830", title = 'Session 1 Draw', group = 'Session 1', inline = '3')

sess1_css_highestbody =   input.color(color.new(#ffb522, 20), title = 'Highest Body ', group = 'Session 1', inline = '4')
sess1_style_highestbody = input.string('Dashed', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 1', inline = '4')
sess1_width_highestbody = input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 1', inline = '4')

sess1_css_lowestbody =   input.color(color.new(#ffb522, 20), title = 'Lowest Body ', group = 'Session 1', inline = '5')
sess1_style_lowestbody = input.string('Dashed', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 1', inline = '5')
sess1_width_lowestbody = input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 1', inline = '5')

sess1_css_highest =     input.color(color.new(color.yellow,10), title = 'Highest High ', group = 'Session 1', inline = '6')
sess1_style_highest =   input.string('Solid', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 1', inline = '6')
sess1_width_highest =   input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 1', inline = '6')

sess1_css_lowest =      input.color(color.new(color.yellow,10), title = 'Lowest Low  ', group = 'Session 1', inline = '7')
sess1_style_lowest =    input.string('Solid', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 1', inline = '7')
sess1_width_lowest =    input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 1', inline = '7')

sess1_css_mid =         input.color(color.new(color.yellow,10), title = 'Middle     ', group = 'Session 1', inline = '8')
sess1_style_mid =       input.string('Dotted', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 1', inline = '8')
sess1_width_mid =       input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 1', inline = '8')


// session 2 inputs
sess2_use =             input.bool(true, title = 'Use Session 2', group = 'Session 2', inline = '1')
sess2_css_bg =          input.color(color.new(color.aqua, 85), title = ' ', group = 'Session 2', inline = '1')
sess2_calc =            input.session("0930-1030", title = 'Session 2 Time', group = 'Session 2', inline = '2')
sess2_draw =            input.session("0930-1600", title = 'Session 2 Draw', group = 'Session 2', inline = '3')

sess2_css_highestbody =   input.color(color.new(#92dbe5, 20), title = 'Highest Body ', group = 'Session 2', inline = '4')
sess2_style_highestbody = input.string('Dashed', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 2', inline = '4')
sess2_width_highestbody = input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 2', inline = '4')

sess2_css_lowestbody =   input.color(color.new(#92dbe5, 20), title = 'Lowest Body ', group = 'Session 2', inline = '5')
sess2_style_lowestbody = input.string('Dashed', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 2', inline = '5')
sess2_width_lowestbody = input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 2', inline = '5')

sess2_css_highest =     input.color(color.new(color.aqua,10), title = 'Highest High ', group = 'Session 2', inline = '6')
sess2_style_highest =   input.string('Solid', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 2', inline = '6')
sess2_width_highest =   input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 2', inline = '6')

sess2_css_lowest =      input.color(color.new(color.aqua,10), title = 'Lowest Low  ', group = 'Session 2', inline = '7')
sess2_style_lowest =    input.string('Solid', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 2', inline = '7')
sess2_width_lowest =    input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 2', inline = '7')

sess2_css_mid =         input.color(color.new(color.aqua,10), title = 'Middle     ', group = 'Session 2', inline = '8')
sess2_style_mid =       input.string('Dotted', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 2', inline = '8')
sess2_width_mid =       input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 2', inline = '8')


// Session 3 inputs
sess3_use =             input.bool(true, title = 'Use Session 3', group = 'Session 3', inline = '1')
sess3_css_bg =          input.color(color.new(color.fuchsia, 85), title = ' ', group = 'Session 3', inline = '1')
sess3_calc =            input.session("1930-2030", title = 'Session 3 Time', group = 'Session 3', inline = '2')
sess3_draw =            input.session("1930-0200", title = 'Session 3 Draw', group = 'Session 3', inline = '3')

sess3_css_highestbody =   input.color(color.new(#ddb0e4, 20), title = 'Highest Body ', group = 'Session 3', inline = '4')
sess3_style_highestbody = input.string('Dashed', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 3', inline = '4')
sess3_width_highestbody = input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 3', inline = '4')

sess3_css_lowestbody =   input.color(color.new(#ddb0e4, 20), title = 'Lowest Body ', group = 'Session 3', inline = '5')
sess3_style_lowestbody = input.string('Dashed', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 3', inline = '5')
sess3_width_lowestbody = input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 3', inline = '5')

sess3_css_highest =     input.color(color.new(color.fuchsia,10), title = 'Highest High ', group = 'Session 3', inline = '6')
sess3_style_highest =   input.string('Solid', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 3', inline = '6')
sess3_width_highest =   input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 3', inline = '6')

sess3_css_lowest =      input.color(color.new(color.fuchsia,10), title = 'Lowest Low  ', group = 'Session 3', inline = '7')
sess3_style_lowest =    input.string('Solid', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 3', inline = '7')
sess3_width_lowest =    input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 3', inline = '7')

sess3_css_mid =         input.color(color.new(color.fuchsia,10), title = 'Middle     ', group = 'Session 3', inline = '8')
sess3_style_mid =       input.string('Dotted', title = '', options = ['Solid', 'Dotted', 'Dashed'], group = 'Session 3', inline = '8')
sess3_width_mid =       input.int(1, title = '', minval = 1, maxval = 5, group = 'Session 3', inline = '8')
// FUNCTIONS


// array management
f_array_add_pop(array, new_value_to_add) =>
    array.unshift(array, new_value_to_add)
    array.pop(array)


// manage all lines but mid
f_manage_lines(sess_calc, sess_draw, line_array, line_color, line_style, line_width, condition, update_value) =>

    newest_line = array.get(line_array,0)

    // during session 1 calculation time
    if sess_calc
        // new lines
        if not sess_calc[1]
            line.delete(array.get(line_array, array.size(line_array) - 1))
            f_array_add_pop(line_array, line.new(x1 = time, y1 = update_value, x2 = time+2, y2 = update_value,
             xloc = xloc.bar_time, extend = extend.right, color = line_color, width = line_width,
             style = (line_style == 'Solid' ? line.style_solid : line_style == 'Dashed' ? line.style_dashed : line_style == 'Dotted' ? line.style_dotted : line.style_solid)))

        // update line values
        if sess_calc[1]
            line.set_x2(newest_line, time)
            if condition
                line.set_y1(newest_line, update_value)
                line.set_y2(newest_line, update_value)
    
    else if sess_draw
        // extend x2
        line.set_x2(newest_line, time)

    else
        // end lines and end extension
        if sess_draw[1]
            // highest body
            line.set_x2(newest_line, time)
            line.set_extend(newest_line, extend.none)



// manage mid lines
f_manage_mid(sess_calc, sess_draw, high_lines, low_lines, line_array, line_color, line_style, line_width) =>

    highs = line.get_y1(array.get(high_lines,0))
    lows = line.get_y1(array.get(low_lines,0))
    newest_line = array.get(line_array,0)  
    mid = (highs + lows) / 2 

    // during session 1 calculation time
    if sess_calc
        if not sess_calc[1]
            line.delete(array.get(line_array, array.size(line_array) - 1))
            f_array_add_pop(line_array, line.new(x1 = time, y1 = mid, x2 = time+2, y2 = mid,
             xloc = xloc.bar_time, extend = extend.right, color = line_color, width = line_width,
             style = (line_style == 'Solid' ? line.style_solid : line_style == 'Dashed' ? line.style_dashed : line_style == 'Dotted' ? line.style_dotted : line.style_solid)))

        // update line values
        if sess_calc[1]
            line.set_x2(newest_line, time)
            line.set_y1(newest_line,mid)
            line.set_y2(newest_line,mid)

    // else if sess_draw
    //     // extend x2
    //     line.set_x2(newest_line, time)

    // else
    //     // end lines and end extension
    //     if sess_draw[1]
    //         // highest body
    //         line.set_x2(newest_line, time)
    //         line.set_extend(newest_line, extend.none)




// session 1
is_sess1 = time(timeframe.period, str.format('{0}:1234567', sess1_calc), 'America/New_York') and sess1_use
is_sess1_draw = time(timeframe.period, str.format('{0}:1234567', sess1_draw), 'America/New_York') and sess1_use

var sess1_highestbody_line = array.new_line(100, na)
var sess1_lowestbody_line = array.new_line(100, na)
f_manage_lines(is_sess1, is_sess1_draw, sess1_highestbody_line, sess1_css_highestbody, sess1_style_highestbody, sess1_width_highestbody, close > line.get_y1(array.get(sess1_highestbody_line,0)), math.max(close,open))
f_manage_lines(is_sess1, is_sess1_draw, sess1_lowestbody_line, sess1_css_lowestbody, sess1_style_lowestbody, sess1_width_lowestbody, close < line.get_y1(array.get(sess1_lowestbody_line,0)), math.min(close,open))
        
var sess1_highesthigh_line = array.new_line(100, na)
var sess1_lowestlow_line = array.new_line(100, na)
f_manage_lines(is_sess1, is_sess1_draw, sess1_highesthigh_line, sess1_css_highest, sess1_style_highest, sess1_width_highest, high > line.get_y1(array.get(sess1_highesthigh_line,0)), high)
f_manage_lines(is_sess1, is_sess1_draw, sess1_lowestlow_line, sess1_css_lowest, sess1_style_lowest, sess1_width_lowest, low < line.get_y1(array.get(sess1_lowestlow_line,0)), low)

var sess1_mid_line = array.new_line(100, na)
f_manage_mid(is_sess1, is_sess1_draw, sess1_highestbody_line, sess1_lowestbody_line, sess1_mid_line, sess1_css_mid, sess1_style_mid, sess1_width_mid)



// session 2
is_sess2 = time(timeframe.period, str.format('{0}:1234567', sess2_calc), 'America/New_York') and sess2_use
is_sess2_draw = time(timeframe.period, str.format('{0}:1234567', sess2_draw), 'America/New_York') and sess2_use

var sess2_highestbody_line = array.new_line(100, na)
var sess2_lowestbody_line = array.new_line(100, na)
f_manage_lines(is_sess2, is_sess2_draw, sess2_highestbody_line, sess2_css_highestbody, sess2_style_highestbody, sess2_width_highestbody, close > line.get_y1(array.get(sess2_highestbody_line,0)), math.max(close,open))
f_manage_lines(is_sess2, is_sess2_draw, sess2_lowestbody_line, sess2_css_lowestbody, sess2_style_lowestbody, sess2_width_lowestbody, close < line.get_y1(array.get(sess2_lowestbody_line,0)), math.min(close,open))
        
var sess2_highesthigh_line = array.new_line(100, na)
var sess2_lowestlow_line = array.new_line(100, na)
f_manage_lines(is_sess2, is_sess2_draw, sess2_highesthigh_line, sess2_css_highest, sess2_style_highest, sess2_width_highest, high > line.get_y1(array.get(sess2_highesthigh_line,0)), high)
f_manage_lines(is_sess2, is_sess2_draw, sess2_lowestlow_line, sess2_css_lowest, sess2_style_lowest, sess2_width_lowest, low < line.get_y1(array.get(sess2_lowestlow_line,0)), low)

var sess2_mid_line = array.new_line(100, na)
f_manage_mid(is_sess2, is_sess2_draw, sess2_highestbody_line, sess2_lowestbody_line, sess2_mid_line, sess2_css_mid, sess2_style_mid, sess2_width_mid)



// session 3
is_sess3 = time(timeframe.period, str.format('{0}:1234567', sess3_calc), 'America/New_York') and sess3_use
is_sess3_draw = time(timeframe.period, str.format('{0}:1234567', sess3_draw), 'America/New_York') and sess3_use

var sess3_highestbody_line = array.new_line(100, na)
var sess3_lowestbody_line = array.new_line(100, na)
f_manage_lines(is_sess3, is_sess3_draw, sess3_highestbody_line, sess3_css_highestbody, sess3_style_highestbody, sess3_width_highestbody, close > line.get_y1(array.get(sess3_highestbody_line,0)), math.max(close,open))
f_manage_lines(is_sess3, is_sess3_draw, sess3_lowestbody_line, sess3_css_lowestbody, sess3_style_lowestbody, sess3_width_lowestbody, close < line.get_y1(array.get(sess3_lowestbody_line,0)), math.min(close,open))
        
var sess3_highesthigh_line = array.new_line(100, na)
var sess3_lowestlow_line = array.new_line(100, na)
f_manage_lines(is_sess3, is_sess3_draw, sess3_highesthigh_line, sess3_css_highest, sess3_style_highest, sess3_width_highest, high > line.get_y1(array.get(sess3_highesthigh_line,0)), high)
f_manage_lines(is_sess3, is_sess3_draw, sess3_lowestlow_line, sess3_css_lowest, sess3_style_lowest, sess3_width_lowest, low < line.get_y1(array.get(sess3_lowestlow_line,0)), low)

var sess3_mid_line = array.new_line(100, na)
f_manage_mid(is_sess3, is_sess3_draw, sess3_highestbody_line, sess3_lowestbody_line, sess3_mid_line, sess3_css_mid, sess3_style_mid, sess3_width_mid)


// bg color
bgcolor(is_sess1 ? sess1_css_bg : is_sess2 ? sess2_css_bg : is_sess3 ? sess3_css_bg : na)



// alerts
var float sess1_highestclose = na
var float sess1_lowestclose = na
var float sess1_highest = na
var float sess1_lowest = na
var float sess1_mid = na

var float sess2_highestclose = na
var float sess2_lowestclose = na
var float sess2_highest = na
var float sess2_lowest = na
var float sess2_mid = na

var float sess3_highestclose = na
var float sess3_lowestclose = na
var float sess3_highest = na
var float sess3_lowest = na
var float sess3_mid = na

var bool alert_sess1_highestclose = na
var bool alert_sess1_lowestclose = na
var bool alert_sess1_highest = na
var bool alert_sess1_lowest = na
var bool alert_sess1_mid = na

var bool alert_sess2_highestclose = na
var bool alert_sess2_lowestclose = na
var bool alert_sess2_highest = na
var bool alert_sess2_lowest = na
var bool alert_sess2_mid = na

var bool alert_sess3_highestclose = na
var bool alert_sess3_lowestclose = na
var bool alert_sess3_highest = na
var bool alert_sess3_lowest = na
var bool alert_sess3_mid = na


if sess1_use and is_sess1_draw and not is_sess1
    sess1_highestclose := line.get_y2(array.get(sess1_highestbody_line,0))
    sess1_lowestclose := line.get_y2(array.get(sess1_lowestbody_line,0))
    sess1_highest := line.get_y2(array.get(sess1_highesthigh_line,0))
    sess1_lowest := line.get_y2(array.get(sess1_lowestlow_line,0))
    sess1_mid := line.get_y2(array.get(sess1_mid_line,0))

    alert_sess1_highestclose := high >= sess1_highestclose and low <= sess1_highestclose
    alert_sess1_lowestclose := high >= sess1_lowestclose and low <= sess1_lowestclose
    alert_sess1_highest := high >= sess1_highest and low <= sess1_highest
    alert_sess1_lowest := high >= sess1_lowest and low <= sess1_lowest
    alert_sess1_mid := high >= sess1_mid and low <= sess1_mid

    if alert_sess1_highestclose
        alert('Session 1 Highest Close Cross', alert.freq_once_per_bar)
    if alert_sess1_lowestclose
        alert('Session 1 Lowest Close Cross', alert.freq_once_per_bar)
    if alert_sess1_highest
        alert('Session 1 Highest High Cross', alert.freq_once_per_bar)
    if alert_sess1_lowest
        alert('Session 1 Lowest Low Cross', alert.freq_once_per_bar)
    if alert_sess1_mid
        alert('Session 1 Mid Cross', alert.freq_once_per_bar)

if sess2_use and is_sess2_draw and not is_sess2
    sess2_highestclose := line.get_y2(array.get(sess2_highestbody_line,0))
    sess2_lowestclose := line.get_y2(array.get(sess2_lowestbody_line,0))
    sess2_highest := line.get_y2(array.get(sess2_highesthigh_line,0))
    sess2_lowest := line.get_y2(array.get(sess2_lowestlow_line,0))
    sess2_mid := line.get_y2(array.get(sess2_mid_line,0))

    alert_sess2_highestclose := high >= sess2_highestclose and low <= sess2_highestclose
    alert_sess2_lowestclose := high >= sess2_lowestclose and low <= sess2_lowestclose
    alert_sess2_highest := high >= sess2_highest and low <= sess2_highest
    alert_sess2_lowest := high >= sess2_lowest and low <= sess2_lowest
    alert_sess2_mid := high >= sess2_mid and low <= sess2_mid

    if alert_sess2_highestclose
        alert('Session 2 Highest Close Cross', alert.freq_once_per_bar)
    if alert_sess2_lowestclose
        alert('Session 2 Lowest Close Cross', alert.freq_once_per_bar)
    if alert_sess2_highest
        alert('Session 2 Highest High Cross', alert.freq_once_per_bar)
    if alert_sess2_lowest
        alert('Session 2 Lowest Low Cross', alert.freq_once_per_bar)
    if alert_sess2_mid
        alert('Session 2 Mid Cross', alert.freq_once_per_bar)

if sess3_use and is_sess3_draw and not is_sess3
    sess3_highestclose := line.get_y2(array.get(sess3_highestbody_line,0))
    sess3_lowestclose := line.get_y2(array.get(sess3_lowestbody_line,0))
    sess3_highest := line.get_y2(array.get(sess3_highesthigh_line,0))
    sess3_lowest := line.get_y2(array.get(sess3_lowestlow_line,0))
    sess3_mid := line.get_y2(array.get(sess3_mid_line,0))

    alert_sess3_highestclose := high >= sess3_highestclose and low <= sess3_highestclose
    alert_sess3_lowestclose := high >= sess3_lowestclose and low <= sess3_lowestclose
    alert_sess3_highest := high >= sess3_highest and low <= sess3_highest
    alert_sess3_lowest := high >= sess3_lowest and low <= sess3_lowest
    alert_sess3_mid := high >= sess3_mid and low <= sess3_mid

    if alert_sess3_highestclose
        alert('Session 3 Highest Close Cross', alert.freq_once_per_bar)
    if alert_sess3_lowestclose
        alert('Session 3 Lowest Close Cross', alert.freq_once_per_bar)
    if alert_sess3_highest
        alert('Session 3 Highest High Cross', alert.freq_once_per_bar)
    if alert_sess3_lowest
        alert('Session 3 Lowest Low Cross', alert.freq_once_per_bar)
    if alert_sess3_mid
        alert('Session 3 Mid Cross', alert.freq_once_per_bar)


// bar color
barcolor(alert_sess1_mid ? color.yellow : alert_sess2_mid ? color.aqua : alert_sess3_mid ? color.fuchsia : na)