Supply & Demand

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

// Updates:
//  - update screenshot
//  - update zone discovery

//@version=4
study("Supply & Demand", overlay=true)

srcH = input(high, title="Pivot High", inline="Pivot High")
leftLenH = input(title="", type=input.integer, defval=2, minval=1, inline="Pivot High")
rightLenH = input(title="/", type=input.integer, defval=1, minval=1, inline="Pivot High")

srcL = input(low, title="Pivot Low ", inline="Pivot Low")
leftLenL = input(title="", type=input.integer, defval=2, minval=1, inline="Pivot Low")
rightLenL = input(title="/", type=input.integer, defval=1, minval=1, inline="Pivot Low")

demandBoxColor = input(title="Demand box color", type=input.color, defval=color.rgb(120, 255, 120, 60))
supplyBoxColor = input(title="Supply box color", type=input.color, defval=color.rgb(255, 120, 120, 60))

f_boxExistsInArray(top, bottom, boxArr) =>
    if array.size(boxArr) > 0
        for i = 0 to array.size(boxArr) - 1 by 1
            b = array.get(boxArr, i)
            boxTop = box.get_top(b)
            boxBot = box.get_bottom(array.get(boxArr, i))
            if boxTop == top and boxBot == bottom
                true
            else
                false
    else
        false

var box[] demandBoxes = array.new_box()
var box[] supplyBoxes = array.new_box()
var line[] testLine = array.new_line()

ph = pivothigh(srcH, leftLenH, rightLenH)
pl = pivotlow(srcL, leftLenL, rightLenL)

pvtH = 0.0
pvtL = 0.0
pvtHIdx = 0
pvtLIdx = 0
pvtH := na(ph) ? pvtH[1] : ph
pvtL := na(pl) ? pvtL[1] : pl
pvtHIdx := na(ph) ? pvtHIdx[1] : bar_index
pvtLIdx := na(pl) ? pvtLIdx[1] : bar_index

// Check if we releasized an imbalanced
if high[3] < low[1]
    // imbalanced up
    if pvtHIdx[3] < pvtLIdx[2]
        exists = f_boxExistsInArray(pvtH[3], pvtL[2], demandBoxes)
        if not exists
            array.push(demandBoxes, box.new(left=bar_index + 5, top=pvtH[3], right=bar_index + 20, bottom=pvtL[2], bgcolor=demandBoxColor, border_color=demandBoxColor))

if low[3] > high[1]
    // imbalanced down
    if pvtLIdx[3] < pvtHIdx[2]
        exists = f_boxExistsInArray(pvtH[3], pvtL[2], supplyBoxes)
        if not exists
            array.push(supplyBoxes, box.new(left=bar_index + 5, top=pvtH[2], right=bar_index + 20, bottom=pvtL[3], bgcolor=supplyBoxColor, border_color=supplyBoxColor))

if array.size(demandBoxes) > 0
    for i = array.size(demandBoxes) - 1 to 0 by 1
        dsBox = array.get(demandBoxes, i)
        top = box.get_top(dsBox)
        left = box.get_left(dsBox)
        if low <= top and left < bar_index
            box.delete(dsBox)
            array.remove(demandBoxes, i)

        if low > top
            box.set_right(dsBox, bar_index + 20)

if array.size(supplyBoxes) > 0
    for i = array.size(supplyBoxes) - 1 to 0 by 1
        dsBox = array.get(supplyBoxes, i)
        bottom = box.get_bottom(dsBox)
        left = box.get_left(dsBox)
        if high >= bottom and left < bar_index
            box.delete(dsBox)
            array.remove(supplyBoxes, i)

        if high < bottom
            box.set_right(dsBox, bar_index + 20)