//@version=4

// Naked Levels

// Copyright (C) 2020 Kam Low <[email protected]>

//

study("Naked Levels", shorttitle="Levels", overlay=true, max_bars_back=5000)

dailyShow = input(true, "Show daily levels?", group="Daily")

dailyColor = input(color.purple, "Daily color", group="Daily")

weeklyShow = input(true, "Show weekly levels?", group="Weekly")

weeklyColor = input(color.blue, "Weekly color", group="Weekly")

monthlyShow = input(true, "Show monthly levels?", group="Monthly")

monthlyColor = input(color.yellow, "Monthly color", group="Monthly")

updateLevels(resolution, direction, levelArr, lineArr, lineColor, show) =>

level = security(syminfo.tickerid, resolution, close[1], barmerge.gaps_off, barmerge.lookahead_on)

levelChanged = level != level[1]

length = array.size(levelArr)

if levelChanged and (direction == 1 ? level > level[1] : level < level[1])

array.unshift(levelArr, level)

array.unshift(lineArr, show ? line.new(x1=bar_index[1], y1=level, x2=bar_index, y2=level,

extend=extend.right, color=lineColor, width=1) : na)

length := length + 1

if levelChanged and length > 0

 for i = 0 to length - 1

val = nz(array.get(levelArr, i))

if val and (direction == 1 ? level > val : level < val)

// FIXME: remove inside loop causing issues, using set instead

// array.remove(weeklyResistanceLevels, i)

array.set(levelArr, i, na)

line.delete(array.get(lineArr, i))

array.set(lineArr, i, na)

if length > 500

array.pop(levelArr)

line val = array.get(lineArr, length - 1)

if not na(val)

line.delete(val)

array.pop(lineArr)

var dailySupportLevels = array.new_float()

var dailySupportLines = array.new_line()

var dailyResistanceLevels = array.new_float()

var dailyResistanceLines = array.new_line()

updateLevels('D', 0, dailySupportLevels, dailySupportLines, dailyColor, dailyShow)

updateLevels('D', 1, dailyResistanceLevels, dailyResistanceLines, dailyColor, dailyShow)

var weeklySupportLevels = array.new_float()

var weeklySupportLines = array.new_line()

var weeklyResistanceLevels = array.new_float()

var weeklyResistanceLines = array.new_line()

updateLevels('W', 0, weeklySupportLevels, weeklySupportLines, weeklyColor, weeklyShow)

updateLevels('W', 1, weeklyResistanceLevels, weeklyResistanceLines, weeklyColor, weeklyShow)

var monthlySupportLevels = array.new_float()

var monthlySupportLines = array.new_line()

var monthlyResistanceLevels = array.new_float()

var monthlyResistanceLines = array.new_line()

updateLevels('M', 0, monthlySupportLevels, monthlySupportLines, monthlyColor, monthlyShow)

updateLevels('M', 1, monthlyResistanceLevels, monthlyResistanceLines, monthlyColor, monthlyShow)

//

// Helpers

str(x) => tostring(x, "#.###")

resInMinutes() =>

timeframe.multiplier * (

timeframe.isseconds ? 1. / 60. :

timeframe.isminutes ? 1. :

timeframe.isdaily ? 1440. :
 timeframe.isweekly ? 10080. :

timeframe.ismonthly ? 43800. : na)

//

// Inputs

lookbackDays = input(180, "Number of lookback days", input.integer)

pivotLeftRightBars = input(10, "Number of pivot left/right bars")

zoneAreaPercent = input(1, "Zone width %", input.float)

zoneMinPivots = input(2, "Minimum number of pivots for confirmation")

useAverageLevels = input(false, "Use average value to calculate zones?")

useWicks = input(true, "Use wicks calculate pivot points?")

showLines = input(true, "Show lines on chart?")

showDebugLabel = input(false, "Show debug labels on chart?")

showUpperResistanceLine = input(true, "Show highest resistance level on chart?")

showLowerSupportLine = input(false, "Show lowest support level on chart?")

showZoneArea = input(false, "Show zone area on chart?")

//

// Implementation

srLookbackBars = min(int((lookbackDays * 1440) / resInMinutes()), 5000 - pivotLeftRightBars)

srPvtBars = array.new_int()
srPvtValues = array.new_float()

srLevels = array.new_float()

_ph = pivothigh(useWicks ? high : close, pivotLeftRightBars, pivotLeftRightBars)

_pl = pivotlow(useWicks ? low : close, pivotLeftRightBars, pivotLeftRightBars)

_pp = _ph ? _ph : _pl ? _pl : na

var line _ln0 = na, var line _ln1 = na, var line _ln2 = na, var line _ln3 = na, var line _ln4 = na

var line _ln5 = na, var line _ln6 = na, var line _ln7 = na, var line _ln8 = na, var line _ln9 = na

var line _ln10 = na, var line _ln11 = na, var line _ln12 = na, var line _ln13 = na, var line _ln14 = na

var line _ln15 = na, var line _ln16 = na, var line _ln17 = na, var line _ln18 = na, var line _ln19 = na

var line _lnh0 = na, var line _lnh1 = na, var line _lnh2 = na, var line _lnh3 = na, var line _lnh4 = na

var line _lnh5 = na, var line _lnh6 = na, var line _lnh7 = na, var line _lnh8 = na, var line _lnh9 = na

var line _lnh10 = na, var line _lnh11 = na, var line _lnh12 = na, var line _lnh13 = na, var line _lnh14 = na

var line _lnh15 = na, var line _lnh16 = na, var line _lnh17 = na, var line _lnh18 = na, var line _lnh19 = na

var line _lnl0 = na, var line _lnl1 = na, var line _lnl2 = na, var line _lnl3 = na, var line _lnl4 = na

var line _lnl5 = na, var line _lnl6 = na, var line _lnl7 = na, var line _lnl8 = na, var line _lnl9 = na

var line _lnl10 = na, var line _lnl11 = na, var line _lnl12 = na, var line _lnl13 = na, var line _lnl14 = na

var line _lnl15 = na, var line _lnl16 = na, var line _lnl17 = na, var line _lnl18 = na, var line _lnl19 = na

var label _lbl0 = na, var label _lbl1 = na, var label _lbl2 = na, var label _lbl3 = na, var label _lbl4 = na

var label _lbl5 = na, var label _lbl6 = na, var label _lbl7 = na, var label _lbl8 = na, var label _lbl9 = na

var label _lbl10 = na, var label _lbl11 = na, var label _lbl12 = na, var label _lbl13 = na, var label _lbl14 = na
var label _lbl15 = na, var label _lbl16 = na, var label _lbl17 = na, var label _lbl18 = na, var label _lbl19 = na

// Return the upper limit of a zone from its median value

srZoneUpper(value) =>

value + (value * (zoneAreaPercent / 100))

// Return the lower limit of a zone from its median value

srZoneLower(value) =>

value - (value * (zoneAreaPercent / 100))

// Return true if the target intersects with the source zone

srZoneIntersect(value, target) =>

target >= srZoneLower(value) and target <= srZoneUpper(value)

// Count the number of times the pivot point at index overlaps with other pivot

// points along the chain

srCountIntersections(index) =>

value = array.get(srPvtValues, index)

count = 0

for i = 0 to array.size(srPvtValues)-1

if srZoneIntersect(value, array.get(srPvtValues, i))

count := count + 1

count
// Count the number of times the pivot point at index overlaps with more recent

// pivot points

srCountNewerIntersections(index) =>

value = array.get(srPvtValues, index)

count = 0

if index > 0

for i = index-1 to 0

if srZoneIntersect(value, array.get(srPvtValues, i))

count := count + 1

count

// Calculate zone values

srZone(value) =>

power = 0

sum = 0.0

bar = 0 // bar index

ph = value

pl = value

info = ""

for i = 0 to array.size(srPvtValues)-1

pp = array.get(srPvtValues, i)

if srZoneIntersect(value, pp)

power := power + 1

sum := sum + pp

bar := array.get(srPvtBars, i)
 ph := max(pp, ph)

pl := min(pp, pl)

info := info + (power > 1 ? ":" : "") + str(i)

avg = sum / power

[power, bar, avg, ph, pl, info]

// Return the highest pivot point in the current range

srHighest() =>

pp = array.max(srPvtValues)

index = array.indexof(srPvtValues, pp)

bar = array.get(srPvtBars, index)

[pp, bar]

// Return the lowest pivot point in the current range

srLowest() =>

pp = array.min(srPvtValues)

index = array.indexof(srPvtValues, pp)

bar = array.get(srPvtBars, index)

[pp, bar]

// Return true when the source enters a zone

srEnterZone(source) =>

cond = false

if array.size(srLevels)

for i = 0 to array.size(srLevels)-1
 value = array.get(srLevels, i)

ch = srZoneUpper(value)

cl = srZoneLower(value)

if (source < ch and source[1] > ch) or (source > cl and source[1] < cl)

cond := true

break

cond

// Return true when the source exits a zone

srExitZone(source) =>

cond = false

if array.size(srLevels)

for i = 0 to array.size(srLevels)-1

value = array.get(srLevels, i)

ch = srZoneUpper(value)

cl = srZoneLower(value)

if (source > ch and source[1] < ch) or (source < cl and source[1] > cl)

cond := true

break

cond

srZoneAreaLine(bar, value) =>

line.new(bar, value, bar_index, value, width=1, color=color.new(color.blue, 50), style=line.style_solid,

extend=extend.right)

srZoneUpperLine(bar, value) =>

 srZoneAreaLine(bar, srZoneUpper(value))

srZoneLowerLine(bar, value) =>

srZoneAreaLine(bar, srZoneLower(value))

srLineTheme(bar, value, width, col, style) =>

line.new(bar, value, bar_index, value, width=width, color=col, style=style, extend=extend.right)

srLine(bar, value, power) =>

width = power >= 4 ? 3 : power >= 3 ? 2 : 1

srLineTheme(bar, value, width, color.new(color.blue, 30), line.style_dashed)

srLabelTheme(value, txt, col, style) =>

dt = time - time[1]

label.new(x=(time+dt*80), y=value, text=txt, color=col, textcolor=color.white, style=style,

size=size.small, xloc=xloc.bar_time, yloc=yloc.price)

srLabel(bar, value, power, txt, i) =>

t = str(value) + " 🗲" + str(power)

srLabelTheme(value, t, color.new(color.blue, 80), label.style_labeldown)

srDebugLabel(merged, skipped, success) =>

if merged != "" or skipped != "" or success != ""

label.new(bar_index-pivotLeftRightBars, array.get(srPvtValues, 0), text="merged (" + merged + ")\n"

+ "skipped (" + skipped + ")\n" + "matched (" + success + ")", textcolor=color.white,
color=color.new(color.blue, 90))
if _pp

// Redraw on each confirmed pivot point

line.delete(_ln0), line.delete(_ln1), line.delete(_ln2), line.delete(_ln3), line.delete(_ln4)

line.delete(_ln5), line.delete(_ln6), line.delete(_ln7), line.delete(_ln8), line.delete(_ln9)

line.delete(_ln10), line.delete(_ln11), line.delete(_ln12), line.delete(_ln13), line.delete(_ln14)

line.delete(_ln15), line.delete(_ln16), line.delete(_ln17), line.delete(_ln18), line.delete(_ln19)

line.delete(_lnh0), line.delete(_lnh1), line.delete(_lnh2), line.delete(_lnh3), line.delete(_lnh4)

line.delete(_lnh5), line.delete(_lnh6), line.delete(_lnh7), line.delete(_lnh8), line.delete(_lnh9)

line.delete(_lnh10), line.delete(_lnh11), line.delete(_lnh12), line.delete(_lnh13), line.delete(_lnh14)

line.delete(_lnh15), line.delete(_lnh16), line.delete(_lnh17), line.delete(_lnh18), line.delete(_lnh19)

line.delete(_lnl0), line.delete(_lnl1), line.delete(_lnl2), line.delete(_lnl3), line.delete(_lnl4)

line.delete(_lnl5), line.delete(_lnl6), line.delete(_lnl7), line.delete(_lnl8), line.delete(_lnl9)

line.delete(_lnl10), line.delete(_lnl11), line.delete(_lnl12), line.delete(_lnl13), line.delete(_lnl14)

line.delete(_lnl15), line.delete(_lnl16), line.delete(_lnl17), line.delete(_lnl18), line.delete(_lnl19)

label.delete(_lbl0), label.delete(_lbl1), label.delete(_lbl2), label.delete(_lbl3), label.delete(_lbl4)

label.delete(_lbl5), label.delete(_lbl6), label.delete(_lbl7), label.delete(_lbl8), label.delete(_lbl9)

label.delete(_lbl10), label.delete(_lbl11), label.delete(_lbl12), label.delete(_lbl13), label.delete(_lbl14)

label.delete(_lbl15), label.delete(_lbl16), label.delete(_lbl17), label.delete(_lbl18), label.delete(_lbl19)

// Populate the arrays

for i = 0 to srLookbackBars
 if _pp[i]

array.push(srPvtBars, bar_index[pivotLeftRightBars + i])

array.push(srPvtValues, _pp[i])

// Debug output

merged = ""

skipped = ""

success = ""

// Loop pivot points to connect and draw zones

for i = 0 to array.size(srPvtValues)-1

// Skip this pivot if it overlaps a more recent pivot

if srCountNewerIntersections(i) > 0

merged := merged + str(i) + ','

continue

// Make it rain

pp = array.get(srPvtValues, i)

[power, bar, avg, ph, pl, txt] = srZone(pp)

if power >= zoneMinPivots

value = useAverageLevels ? avg : pp

array.push(srLevels, value)

_ln0 := i == 0 ? srLine(bar, value, power) : _ln0

_ln1 := i == 1 ? srLine(bar, value, power) : _ln1

_ln2 := i == 2 ? srLine(bar, value, power) : _ln2

_ln3 := i == 3 ? srLine(bar, value, power) : _ln3

_ln4 := i == 4 ? srLine(bar, value, power) : _ln4

_ln5 := i == 5 ? srLine(bar, value, power) : _ln5

_ln6 := i == 6 ? srLine(bar, value, power) : _ln6

_ln7 := i == 7 ? srLine(bar, value, power) : _ln7

_ln8 := i == 8 ? srLine(bar, value, power) : _ln8

_ln9 := i == 9 ? srLine(bar, value, power) : _ln9

_ln10 := i == 10 ? srLine(bar, value, power) : _ln10

_ln11 := i == 11 ? srLine(bar, value, power) : _ln11

_ln12 := i == 12 ? srLine(bar, value, power) : _ln12

_ln13 := i == 13 ? srLine(bar, value, power) : _ln13

_ln14 := i == 14 ? srLine(bar, value, power) : _ln14

_ln15 := i == 15 ? srLine(bar, value, power) : _ln15

_ln16 := i == 16 ? srLine(bar, value, power) : _ln16

_ln17 := i == 17 ? srLine(bar, value, power) : _ln17

_ln18 := i == 18 ? srLine(bar, value, power) : _ln18

_ln19 := i == 19 ? srLine(bar, value, power) : _ln19

_lnh0 := i == 0 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh0

_lnh1 := i == 1 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh1

_lnh2 := i == 2 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh2

_lnh3 := i == 3 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh3

_lnh4 := i == 4 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh4

_lnh5 := i == 5 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh5

_lnh6 := i == 6 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh6

_lnh7 := i == 7 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh7

_lnh8 := i == 8 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh8

_lnh9 := i == 9 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh9

_lnh10 := i == 10 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh10

_lnh11 := i == 11 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh11

_lnh12 := i == 12 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh12

_lnh13 := i == 13 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh13

_lnh14 := i == 14 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh14

_lnh15 := i == 15 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh15

_lnh16 := i == 16 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh16

_lnh17 := i == 17 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh17

_lnh18 := i == 18 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh18

_lnh19 := i == 19 and showZoneArea ? srZoneUpperLine(bar, value) : _lnh19

_lnl0 := i == 0 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl0

_lnl1 := i == 1 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl1

_lnl2 := i == 2 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl2

_lnl3 := i == 3 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl3

_lnl4 := i == 4 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl4

_lnl5 := i == 5 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl5

_lnl6 := i == 6 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl6

_lnl7 := i == 7 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl7

_lnl8 := i == 8 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl8

_lnl9 := i == 9 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl9

_lnl10 := i == 10 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl10

_lnl11 := i == 11 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl11

_lnl12 := i == 12 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl12

_lnl13 := i == 13 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl13

_lnl14 := i == 14 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl14

_lnl15 := i == 15 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl15

_lnl16 := i == 16 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl16

_lnl17 := i == 17 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl17

_lnl18 := i == 18 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl18

_lnl19 := i == 19 and showZoneArea ? srZoneLowerLine(bar, value) : _lnl19

_lbl0 := i == 0 ? srLabel(bar, value, power, txt, i) : _lbl0

_lbl1 := i == 1 ? srLabel(bar, value, power, txt, i) : _lbl1

_lbl2 := i == 2 ? srLabel(bar, value, power, txt, i) : _lbl2

_lbl3 := i == 3 ? srLabel(bar, value, power, txt, i) : _lbl3

_lbl4 := i == 4 ? srLabel(bar, value, power, txt, i) : _lbl4

_lbl5 := i == 5 ? srLabel(bar, value, power, txt, i) : _lbl5

_lbl6 := i == 6 ? srLabel(bar, value, power, txt, i) : _lbl6

_lbl7 := i == 7 ? srLabel(bar, value, power, txt, i) : _lbl7

_lbl8 := i == 8 ? srLabel(bar, value, power, txt, i) : _lbl8

_lbl9 := i == 9 ? srLabel(bar, value, power, txt, i) : _lbl9

_lbl10 := i == 10 ? srLabel(bar, value, power, txt, i) : _lbl10

_lbl11 := i == 11 ? srLabel(bar, value, power, txt, i) : _lbl11

_lbl12 := i == 12 ? srLabel(bar, value, power, txt, i) : _lbl12

 _lbl13 := i == 13 ? srLabel(bar, value, power, txt, i) : _lbl13

_lbl14 := i == 14 ? srLabel(bar, value, power, txt, i) : _lbl14

_lbl15 := i == 15 ? srLabel(bar, value, power, txt, i) : _lbl15

_lbl16 := i == 16 ? srLabel(bar, value, power, txt, i) : _lbl16

_lbl17 := i == 17 ? srLabel(bar, value, power, txt, i) : _lbl17

_lbl18 := i == 18 ? srLabel(bar, value, power, txt, i) : _lbl18

_lbl19 := i == 19 ? srLabel(bar, value, power, txt, i) : _lbl19

success := success + str(i) + '|' + str(power) + '#{' + txt + '},'

else

skipped := skipped + str(i) + ','

if showUpperResistanceLine

var line _lnhh = na

var label _lblhh = na

line.delete(_lnhh)

label.delete(_lblhh)

[ph, phbar] = srHighest()

_lnhh := srLineTheme(phbar, ph, 1, color.new(color.fuchsia, 50), line.style_dashed)

_lblhh := srLabelTheme(ph, str(ph), color.new(color.fuchsia, 80), label.style_labelup)

if showLowerSupportLine

var line _lnll = na

var label _lblll = na

line.delete(_lnll)
 label.delete(_lblll)

[pl, plbar] = srLowest()

_lnll := srLineTheme(plbar, pl, 1, color.new(color.fuchsia, 50), line.style_dashed)

_lblll := srLabelTheme(pl, str(pl), color.new(color.fuchsia, 80), label.style_labeldown)

if showDebugLabel

var label _dbglbl = na

label.delete(_dbglbl)

_dbglbl := srDebugLabel(merged, skipped, success)

plotshape(showLines and _ph, style=shape.triangleup, size=size.auto, color=color.green, offset=-

pivotLeftRightBars)

plotshape(showLines and _pl, style=shape.triangledown, size=size.auto, color=color.red, offset=-

pivotLeftRightBars, location=location.belowbar)

//

// Alert Conditions

enterZoneCond = srEnterZone(close)

exitZoneCond = srExitZone(close)

crossUpperResistance = crossover(close, array.max(srPvtValues))

crossLowerSupport = crossunder(close, array.min(srPvtValues))

alertcondition(enterZoneCond, "Enter SR Zone", "{{ticker}}: Enter SR Zone: {{close}}")

alertcondition(exitZoneCond, "Exit SR Zone", "{{ticker}}: Exit SR Zone: {{close}}")

alertcondition(enterZoneCond or exitZoneCond, "Enter/Exit SR Zone", "{{ticker}}: Enter/Exit Zone:

{{close}}")

alertcondition(crossUpperResistance, "Break Upper Resistance", "{{ticker}}: Break Upper Resistance:

{{close}}")

alertcondition(crossLowerSupport, "Break Lower Support", "{{ticker}}: Break Lower Support: {{close}}")