//@version=5

indicator("Luna Indicator Signal", overlay=true, max_bars_back = 1)

// ====== Activación del Indicador ======

is_enabled1 = input(true, "Enable Indicator 1", group="Main settings")

is_enabled2 = input(false, "Enable Indicator 2", group="Main settings")

// ====== Q-Trend - Configuración 1 ======

// Inputs Config 1

src1 = input(close, "Source", group="Config 1")

p1 = input.int(200, "Trend period", group="Config 1", tooltip="Changes STRONG signals' sensitivity.", minval=1)

atr_p1 = input.int(14, "ATR Period", group="Config 1", minval=1)

mult1 = input.float(1.0, "ATR Multiplier", step=0.1, group="Config 1", tooltip="Changes sensitivity: higher period = higher sensitivity.")

mode1 = input.string("Type A", "Signal mode", options=["Type A", "Type B"], group="Config 1")

use_ema_smoother1 = input.string("No", "Smooth source with EMA?", options=["Yes", "No"], group="Config 1")

src_ema_period1 = input(3, "EMA Smoother period", group="Config 1")

color_bars1 = input(true, "Color bars?", group="Config 1")

show_tl1 = input(true, "Show trend line?", group="Config 1")

signals_view1 = input.string("All", "Signals to show", options=["All", "Buy/Sell", "Strong", "None"], group="Config 1")

signals_shape1 = input.string("Labels", "Signal's shape", options=["Labels", "Arrows"], group="Config 1")

buy_col1 = input(color.green, "Buy colour", group="Config 1", inline="BS1")

sell_col1 = input(color.red, "Sell colour", group="Config 1", inline="BS1")

// Calculations Config 1

src1 := use_ema_smoother1 == "Yes" ? ta.ema(src1, src_ema_period1) : src1

h1 = ta.highest(src1, p1)

l1 = ta.lowest(src1, p1)

d1 = h1 - l1

ls1 = ""

m1 = (h1 + l1) / 2

m1 := bar_index > p1 ? m1[1] : m1

atr1 = ta.atr(atr_p1)[1]

epsilon1 = mult1 * atr1

change_up1 = (mode1 == "Type B" ? ta.cross(src1, m1 + epsilon1) : ta.crossover(src1, m1 + epsilon1)) or src1 > m1 + epsilon1

change_down1 = (mode1 == "Type B" ? ta.cross(src1, m1 - epsilon1) : ta.crossunder(src1, m1 - epsilon1)) or src1 < m1 - epsilon1

sb1 = open < l1 + d1 / 8 and open >= l1

ss1 = open > h1 - d1 / 8 and open <= h1

strong_buy1 = sb1 or sb1[1] or sb1[2] or sb1[3] or sb1[4]

strong_sell1 = ss1 or ss1[1] or ss1[2] or ss1[3] or ss1[4]

m1 := (change_up1 or change_down1) and m1 != m1[1] ? m1 : change_up1 ? m1 + epsilon1 : change_down1 ? m1 - epsilon1 : nz(m1[1], m1)

ls1 := change_up1 ? "B" : change_down1 ? "S" : ls1[1]

colour1 = ls1 == "B" ? buy_col1 : sell_col1

buy_shape1 = signals_shape1 == "Labels" ? shape.labelup : shape.triangleup

sell_shape1 = signals_shape1 == "Labels" ? shape.labeldown : shape.triangledown

// Plottings Config 1

plot(is_enabled1 and show_tl1 ? m1 : na, "Trend Line 1", colour1, 3)

// Signals Config 1

plotshape(is_enabled1 and signals_shape1 == "Labels" and (signals_view1 == "All" or signals_view1 == "Buy/Sell") and change_up1 and ls1[1] != "B" and not strong_buy1, "Buy signal", color=colour1, style=buy_shape1, location=location.belowbar, size=size.normal, text="BUY", textcolor=color.white)

plotshape(is_enabled1 and signals_shape1 == "Labels" and (signals_view1 == "All" or signals_view1 == "Buy/Sell") and change_down1 and ls1[1] != "S" and not strong_sell1, "Sell signal", color=colour1, style=sell_shape1, size=size.normal, text="SELL", textcolor=color.white)

plotshape(is_enabled1 and signals_shape1 == "Labels" and (signals_view1 == "All" or signals_view1 == "Strong") and change_up1 and ls1[1] != "B" and strong_buy1, "Strong Buy signal", color=colour1, style=buy_shape1, location=location.belowbar, size=size.normal, text="RAKATE", textcolor=color.white)

plotshape(is_enabled1 and signals_shape1 == "Labels" and (signals_view1 == "All" or signals_view1 == "Strong") and change_down1 and ls1[1] != "S" and strong_sell1, "Strong Sell signal", color=colour1, style=sell_shape1, size=size.normal, text="A la CHOTA", textcolor=color.white)

// ====== Q-Trend - Configuración 2 ======

// Inputs Config 2

src2 = input(close, "Source", group="Config 2")

p2 = input.int(100, "Trend period", group="Config 2", tooltip="Changes STRONG signals' sensitivity.", minval=1)

atr_p2 = input.int(10, "ATR Period", group="Config 2", minval=1)

mult2 = input.float(1.5, "ATR Multiplier", step=0.1, group="Config 2", tooltip="Changes sensitivity: higher period = higher sensitivity.")

mode2 = input.string("Type A", "Signal mode", options=["Type A", "Type B"], group="Config 2")

use_ema_smoother2 = input.string("No", "Smooth source with EMA?", options=["Yes", "No"], group="Config 2")

src_ema_period2 = input(3, "EMA Smoother period", group="Config 2")

color_bars2 = input(true, "Color bars?", group="Config 2")

show_tl2 = input(true, "Show trend line?", group="Config 2")

signals_view2 = input.string("All", "Signals to show", options=["All", "Buy/Sell", "Strong", "None"], group="Config 2")

signals_shape2 = input.string("Labels", "Signal's shape", options=["Labels", "Arrows"], group="Config 2")

buy_col2 = input(color.blue, "Buy colour", group="Config 2", inline="BS2")

sell_col2 = input(color.orange, "Sell colour", group="Config 2", inline="BS2")

// Calculations Config 2

src2 := use_ema_smoother2 == "Yes" ? ta.ema(src2, src_ema_period2) : src2

h2 = ta.highest(src2, p2)

l2 = ta.lowest(src2, p2)

d2 = h2 - l2

ls2 = ""

m2 = (h2 + l2) / 2

m2 := bar_index > p2 ? m2[1] : m2

atr2 = ta.atr(atr_p2)[1]

epsilon2 = mult2 * atr2

change_up2 = (mode2 == "Type B" ? ta.cross(src2, m2 + epsilon2) : ta.crossover(src2, m2 + epsilon2)) or src2 > m2 + epsilon2

change_down2 = (mode2 == "Type B" ? ta.cross(src2, m2 - epsilon2) : ta.crossunder(src2, m2 - epsilon2)) or src2 < m2 - epsilon2

sb2 = open < l2 + d2 / 8 and open >= l2

ss2 = open > h2 - d2 / 8 and open <= h2

strong_buy2 = sb2 or sb2[1] or sb2[2] or sb2[3] or sb2[4]

strong_sell2 = ss2 or ss2[1] or ss2[2] or ss2[3] or ss2[4]

m2 := (change_up2 or change_down2) and m2 != m2[1] ? m2 : change_up2 ? m2 + epsilon2 : change_down2 ? m2 - epsilon2 : nz(m2[1], m2)

ls2 := change_up2 ? "B" : change_down2 ? "S" : ls2[1]

colour2 = ls2 == "B" ? buy_col2 : sell_col2

buy_shape2 = signals_shape2 == "Labels" ? shape.labelup : shape.triangleup

sell_shape2 = signals_shape2 == "Labels" ? shape.labeldown : shape.triangledown

// Plottings Config 2

plot(is_enabled2 and show_tl2 ? m2 : na, "Trend Line 2", colour2, 3)

// Signals Config 2

plotshape(is_enabled2 and signals_shape2 == "Labels" and (signals_view2 == "All" or signals_view2 == "Buy/Sell") and change_up2 and ls2[1] != "B" and not strong_buy2, "Buy signal", color=colour2, style=buy_shape2, location=location.belowbar, size=size.normal, text="BUY", textcolor=color.white)

plotshape(is_enabled2 and signals_shape2 == "Labels" and (signals_view2 == "All" or signals_view2 == "Buy/Sell") and change_down2 and ls2[1] != "S" and not strong_sell2, "Sell signal", color=colour2, style=sell_shape2, size=size.normal, text="SELL", textcolor=color.white)

plotshape(is_enabled2 and signals_shape2 == "Labels" and (signals_view2 == "All" or signals_view2 == "Strong") and change_up2 and ls2[1] != "B" and strong_buy2, "Strong Buy signal", color=colour2, style=buy_shape2, location=location.belowbar, size=size.normal, text="RAKATE", textcolor=color.white)

plotshape(is_enabled2 and signals_shape2 == "Labels" and (signals_view2 == "All" or signals_view2 == "Strong") and change_down2 and ls2[1] != "S" and strong_sell2, "Strong Sell signal", color=colour2, style=sell_shape2, size=size.normal, text="A la CHOTA", textcolor=color.white)

// ====== Q-Trend ======

// Inputs

src = input(close, "Source", group = "Main settings")

p = input.int(200, "Trend period", group = "Main settings", tooltip = "Changes STRONG signals' sensitivity.", minval = 1)

atr_p = input.int(14, "ATR Period", group = "Main settings", minval = 1)

mult = input.float(1.0, "ATR Multiplier", step = 0.1, group = "Main settings", tooltip = "Changes sensitivity: higher period = higher sensitivity.")

mode = input.string("Type A", "Signal mode", options = ["Type A", "Type B"], group = "Mode")

use_ema_smoother = input.string("No", "Smooth source with EMA?", options = ["Yes", "No"], group = "Source")

src_ema_period = input(3, "EMA Smoother period", group = "Source")

color_bars = input(true, "Color bars?", group = "Addons")

show_tl = input(true, "Show trend line?", group = "Addons")

signals_view = input.string("All", "Signals to show", options = ["All", "Buy/Sell", "Strong", "None"], group = "Signal's Addon")

signals_shape = input.string("Labels", "Signal's shape", options = ["Labels", "Arrows"], group = "Signal's Addon")

buy_col = input(color.green, "Buy colour", group = "Signal's Addon", inline = "BS")

sell_col = input(color.red, "Sell colour", group = "Signal's Addon", inline = "BS")

// Calculations

src := use_ema_smoother == "Yes" ? ta.ema(src, src_ema_period) : src

h = ta.highest(src, p)

l = ta.lowest(src, p)

d = h - l

ls = ""

m = (h + l) / 2

m := bar_index > p ? m[1] : m

atr = ta.atr(atr_p)[1]

epsilon = mult * atr

change_up = (mode == "Type B" ? ta.cross(src, m + epsilon) : ta.crossover(src, m + epsilon)) or src > m + epsilon

change_down = (mode == "Type B" ? ta.cross(src, m - epsilon) : ta.crossunder(src, m - epsilon)) or src < m - epsilon

sb = open < l + d / 8 and open >= l

ss = open > h - d / 8 and open <= h

strong_buy = sb or sb[1] or sb[2] or sb[3] or sb[4]

strong_sell = ss or ss[1] or ss[2] or ss[3] or ss[4]

m := (change_up or change_down) and m != m[1] ? m : change_up ? m + epsilon : change_down ? m - epsilon : nz(m[1], m)

ls := change_up ? "B" : change_down ? "S" : ls[1]

colour = ls == "B" ? buy_col : sell_col

buy_shape   = signals_shape == "Labels" ? shape.labelup     : shape.triangleup

sell_shape  = signals_shape == "Labels" ? shape.labeldown   : shape.triangledown

// Plottings

plot(show_tl ? m : na, "Trend Line", colour, 3)

// Signals

plotshape(signals_shape == "Labels" and (signals_view == "All" or signals_view == "Buy/Sell") and change_up and ls[1] != "B" and not strong_buy, "Buy signal", color = colour, style = buy_shape , location = location.belowbar, size = size.normal, text = "BUY", textcolor = color.white)

plotshape(signals_shape == "Labels" and (signals_view == "All" or signals_view == "Buy/Sell") and change_down and ls[1] != "S" and not strong_sell, "Sell signal", color = colour, style = sell_shape, size = size.normal, text = "SELL", textcolor = color.white)

plotshape(signals_shape == "Labels" and (signals_view == "All" or signals_view == "Strong") and change_up and ls[1] != "B" and strong_buy, "Strong Buy signal", color = colour, style = buy_shape , location = location.belowbar, size = size.normal, text = "RAKATE", textcolor = color.white)

plotshape(signals_shape == "Labels" and (signals_view == "All" or signals_view == "Strong") and change_down and ls[1] != "S" and strong_sell, "Strong Sell signal", color = colour, style = sell_shape, size = size.normal, text = "A la CHOTA", textcolor = color.white)

// ====== Moving Averages ======

// Inputs para las EMAs

EMA_1 = input.int(10, minval=1, maxval=500, title="1° EMA Period")

EMA_2 = input.int(20, minval=1, maxval=500, title="2° EMA Period")

EMA_3 = input.int(55, minval=1, maxval=500, title="3° EMA Period")

EMA_4 = input.int(100, minval=1, maxval=500, title="4° EMA Period")

// Cálculo de las EMAs

EMA1 = ta.ema(close, EMA_1)

EMA2 = ta.ema(close, EMA_2)

EMA3 = ta.ema(close, EMA_3)

EMA4 = ta.ema(close, EMA_4)

// Graficar las EMAs

plot(EMA1, color=color.rgb(245, 50, 50), linewidth=1, title="1° Exponential Moving Average")

plot(EMA2, color=color.new(#11fbff, 0), linewidth=1, title="2° Exponential Moving Average")

plot(EMA3, color=color.new(#49ff32, 0), linewidth=1, title="3° Exponential Moving Average")

plot(EMA4, color=color.new(#fffe46, 0), linewidth=1, title="4° Exponential Moving Average")

// Inputs para las SMAs

SMA_1 = input.int(50, minval=1, maxval=500, title="1° SMA Period")

SMA_2 = input.int(200, minval=1, maxval=500, title="2° SMA Period")

// Cálculo de las SMAs

SMA1 = ta.sma(close, SMA_1)

SMA2 = ta.sma(close, SMA_2)

// Graficar las SMAs

plot(SMA1, color=color.new(#11fbff, 0), linewidth=1, title="1° Simple Moving Average")

plot(SMA2, color=color.new(#fc0017, 0), linewidth=1, title="2° Simple Moving Average")

// Inputs para las WMAs

WMA_1 = input.int(50, minval=1, maxval=500, title="1° WMA Period")

WMA_2 = input.int(200, minval=1, maxval=500, title="2° WMA Period")

// Cálculo de las WMAs

WMA1 = ta.wma(close, WMA_1)

WMA2 = ta.wma(close, WMA_2)

// Graficar las WMAs

plot(WMA1, color=color.rgb(47, 50, 236), linewidth=1, title="1° Weighted Moving Average")

plot(WMA2, color=color.new(#fc0017, 0), linewidth=1, title="2° Weighted Moving Average")

// Graficar el precio de cierre

plot(close, color=color.new(#808080, 0), linewidth=1, title="Closing Price")

import algotraderdev/contrast/1

//#region Inputs & Constants

const string VOLUME_PROFILE = 'Volume Profile'

const string MARKET_PROFILE = 'Market Profile / TPO'

string MODE = input.string(

  VOLUME_PROFILE,

  'Mode',

  options = [VOLUME_PROFILE, MARKET_PROFILE],

  tooltip = 'This setting determines the mode in which the indicator operates.\n\n' +

      'Volume Profile (Default Mode): In this mode, the volume of each bar is taken into consideration to construct ' +

      'the profile.\n\n' +

      'Market Profile (a.k.a. Time Price Opportunity): In this mode, volume data is disregarded. This indicator ' +

      'analyzes the price distribution solely over time.\n\n' +

      'NOTE: in case the ticker does not have any volume data, this indicator uses the `Market Profile` mode.')

const string RANGE_GROUP = 'TIME RANGE'

const string VISIBLE_RANGE = 'Visible Range'

const string ANCHORED_RANGE = 'Anchored Range'

const string ALL_RANGE = 'All Range'

string RANGE_MODE = input.string(

  VISIBLE_RANGE,

  'Range Mode',

  options = [VISIBLE_RANGE, ANCHORED_RANGE, ALL_RANGE],

  tooltip = 'This setting determines the start time of the volume profile calculation.\n\n' +

      'Visible Range (Default Mode): In this mode, the volume profile calculation begins at the time of the ' +

      'left-most bar displayed in the current viewport. As the user scrolls through the viewport, the volume profile ' +

      'updates automatically.\n\n' +

      'Anchored Range: This mode allows the user to set the start time either by using the "Anchor Time" input box ' +

      'below or by dragging the anchor line on the chart.\n\n' +

      'All Range: In this mode, the volume profile calculation is based on all the historical bars available in the ' +

      'chart.',

  group = RANGE_GROUP)

int ANCHORED_TIME = input.time(

  timestamp('2023-01-01T12:00:00'),

  'Anchor Time',

  tooltip = 'The start time of the volume profile calculation. This setting is only used when the "Range Mode" above ' +

      'is set to "Anchored Range".',

  group = RANGE_GROUP)

const string GRANULARITY_GROUP = 'GRANULARITY'

int NUM_ROWS = input.int(

  300,

  'Number of Rows',

  minval = 100,

  maxval = 2500,

  step = 100,

  tooltip = 'The number of rows to display in the volume profile histogram (Max 2500)',

  group = GRANULARITY_GROUP,

  display = display.none)

int MAX_LTF_BARS = input.int(

  5000,

  'Max Lower Timeframe Bars',

  minval = 1000,

  step = 1000,

  tooltip = 'The max number of lower timeframe bars to use for the volume profile calculation.\n\n' +

      'NOTE: The higher the number, the more time and memory the calculation needs. If you encounter a time limit ' +

      'or memory limit error, please try lowering the number here.',

  group = GRANULARITY_GROUP)

bool USE_SECOND_BASED_TIMEFRAMES = input.bool(

  false,

  'Use Second-Based Timeframes',

  tooltip = 'Whether to use second-based timeframes (e.g. 1 second, 5 seconds) when the chart\'s current timeframe ' +

      'is low (e.g. 5 minutes).\n\n' +

      'NOTE: second-based timeframes are only supported if you\'re subscribed to the TradingView Premium Plan and ' +

      'above.',

  group = GRANULARITY_GROUP)

const string APPEARANCE_GROUP = 'APPEARANCE'

int HORIZONTAL_OFFSET = input.int(

  20,

  'Horizontal Offset',

  step = 5,

  tooltip = 'The distance, measured in the number of bars, between the last bar in the chart and the left of the ' +

      'volume profile histogram.',

  group = APPEARANCE_GROUP,

  display = display.none)

int MAX_WIDTH = input.int(

  80,

  'Max Width',

  maxval = 500,

  minval = 10,

  step = 10,

  tooltip = 'The maximum width, measured in number of bars, for the volume profile histogram.',

  group = APPEARANCE_GROUP,

  display = display.none)

int HEIGHT_PERCENTAGE_PER_ROW = input.int(

  40,

  'Height % per Row',

  minval = 1,

  maxval = 100,

  tooltip = 'The height of each volume profile histogram row, measured as the percentage of the price range ' +

      'of each price bucket.',

  group = APPEARANCE_GROUP,

  display = display.none)

bool SHOW_DELTA = input.bool(

  false,

  'Show Volume Delta',

  tooltip = 'Whether to show Volume Delta (the net difference between buying and selling volume).',

  group = APPEARANCE_GROUP,

  display = display.none)

const string COLOR_GROUP = 'COLOR'

color COLOR = input.color(#5d606b77, 'Default', group = COLOR_GROUP)

color BUY_COLOR = input.color(#00bcd480, 'Buy Volume', group = COLOR_GROUP)

color SELL_COLOR = input.color(#e91e6380, 'Sell Volume', group = COLOR_GROUP)

color POC_COLOR = input.color(color.yellow, 'POC (Point of Control)', group = COLOR_GROUP)

color VAH_COLOR = input.color(color.blue, 'VAH (Value Area High)', group = COLOR_GROUP)

color VAL_COLOR = input.color(color.blue, 'VAL (Value Area Low)', group = COLOR_GROUP)

const string KEY_PRICES_GROUP = 'POC & Value Area'

int VALUE_AREA_PERCENT = input.int(

  70,

  'Value Area Percent',

  minval = 1,

  maxval = 100,

  tooltip = 'The percentage of the total trading volume that\'s considered as the value area.',

  group = KEY_PRICES_GROUP,

  display = display.none)

bool DISPLAY_VA = input.bool(

  true,

  'Display VAH/VAL',

  group = KEY_PRICES_GROUP,

  display = display.none)

bool DISPLAY_POC = input.bool(

  true,

  'Display POC',

  group = KEY_PRICES_GROUP,

  display = display.none)

bool EXTEND_LEFT = input.bool(

  true,

  'Extend Key Price Lines to the Left',

  tooltip = 'Whether to extend the key price lines (POC, VAH, VAL) to the left of the chart.',

  group = KEY_PRICES_GROUP)

int BASE_OFFSET = HORIZONTAL_OFFSET + MAX_WIDTH

int LABEL_OFFSET = BASE_OFFSET + 2

int START_TIME = switch RANGE_MODE

    VISIBLE_RANGE => chart.left_visible_bar_time

    ANCHORED_RANGE => ANCHORED_TIME

    ALL_RANGE => 0

// If second-based timeframe is enabled, then set the minimal timeframe to 1 second.

// Otherwise, set it to 60 seconds (1 minute).

int MIN_TIMEFRAME_IN_SECONDS = USE_SECOND_BASED_TIMEFRAMES ? 1 : 60

//#endregion

//#region Utils

// @function Identifies the index of the max value in the array.

// @param a The array to find max index for.

// @returns The index of the max value in the array.

maxIndex(float[] a) =>

    if a.size() == 0

        na

    float max = a.first()

    int maxIndex = 0

    for [i, v] in a

        if v > max

            max := v

            maxIndex := i

    maxIndex

//#endregion

//#region Candle

const int DIRECTION_NONE = 0

const int DIRECTION_BUY = 1

const int DIRECTION_SELL = -1

// @type The candle object holds the required information for each candle in the chart.

// @field high The `high` of the candle.

// @field low The `low` of the candle.

// @field volume The `volume` of the candle.

// @field direction Any of DIRECTION_NONE, DIRECTION_BUY, or DIRECTION_BUY.

type Candle

    float high

    float low

    float volume = 1

    int direction

//#endregion

//#region Marker

// @type The Marker type is for highlighting a specific price point in the volume profile.

// @field poly The polyline for highlighting the price point. Note that we're using a `polyline` instead of `line`

// here since there seems to be bug in TradingView that prevents a `line` to be overlaid on top of a `polyline`.

// @field extendedLine A line at the price level that extends to the left of the screen.

// @field label Label for this marker.

type Marker

    polyline poly

    line extendedLine

    label label

// @function Sets the properties of the marker.

// @param name The name of the marker. This is also displayed as part of the label text.

// @param left The bar index of the left x coordinate of the volume profile row.

// @param right The bar index of the right x coordinate of the volume profile row.

// @param price The price / y-coordinate of the marker.

// @param bg The background color of the marker.

// @param height The height of the volume profile row.

method set(Marker this, string name, int left, int right, float price, color bg, float height) =>

    // Create a polyline to highlight the row.

    if not na(this.poly)

        this.poly.delete()

    float bottom = price - height / 2

    float top = bottom + height

    chart.point[] points = array.from(

      chart.point.from_index(left, bottom),

      chart.point.from_index(left, top),

      chart.point.from_index(right, top),

      chart.point.from_index(right, bottom))

    this.poly := polyline.new(points, line_color = bg, fill_color = bg)

    // Create a dotted line and extend it to the left.

    if not na(this.extendedLine)

        this.extendedLine.delete()

    if EXTEND_LEFT

        this.extendedLine := line.new(

          x1 = left,

          y1 = price,

          x2 = right,

          y2 = price,

          extend = extend.left,

          style = line.style_dotted,

          color = bg)

    // Create a label to the right of the row.

    if na(this.label)

        this.label.delete()

    string txt = str.format('{0}: {1}', name, math.round_to_mintick(price))

    this.label := label.new(

      x = bar_index + LABEL_OFFSET,

      y = price,

      text = txt,

      style = label.style_label_left,

      size = size.small,

      color = bg,

      textcolor = bg.contrast(0.6))

    this

//#endregion

//#region VP

// @type The VP (Volume Profile) type is responsible for calculating and visualizing the distribution of

// volumes at various price points.

// @field candles The stored candles based on which the distribution will be calculated.

// @field minPrice The minimum price for all the stored candles.

// @field maxPrice The maximum price for all the stored candles.

// @field step The price difference between adjacent price buckets.

// @field poly The polyline that's used to draw the histogram of the volume profile.

// @field buyPoly The polyline that's used to draw the histogram of the buying volume.

// @field sellPoly The polyline that's used to draw the histogram of the selling volume.

// @field markers Markers that highlight POC, VAH, and VAL.

type VP

    Candle[] candles

    float minPrice

    float maxPrice

    float step

    polyline poly

    polyline buyPoly

    polyline sellPoly

    map<string, Marker> markers

// @function Initializes a new VP instance.

// @returns The initialized VP instance.

method init(VP this) =>

    this.candles := array.new<Candle>()

    this.markers := map.new<string, Marker>()

    this

// @function Gets the bucket index for the given price.

// @param price The price to get index for.

// @returns The bucket index for the price.

method getBucketIndex(VP this, float price) =>

    math.min(math.floor((price - this.minPrice) / this.step), NUM_ROWS - 1)

// @function Gets the bucketed price for the given index

// @param index The bucket index.

// @returns The average price for the bucket.

method getBucketedPrice(VP this, int index) =>

    (index + 0.5) * this.step + this.minPrice

// @function Highlights a specific price / volume bucket.

// @param name The name of the label.

// @param index The index of the bucket to highlight.

// @param left The x coordinate of the left endpoint of the volume profile.

// @param bg The background highlight color.

// @param height The height of each row.

method mark(VP this, string name, float price, int left, color bg, float height) =>

    int right = bar_index + BASE_OFFSET

    Marker marker = this.markers.get(name)

    if na(marker)

        marker := Marker.new().set(name = name, left = left, right = right, price = price, bg = bg, height = height)

// @function Stores a candle for it to be analyzed later.

// Note that this method is expected to be called on every tick. The actual calculation of VP is deferred to only when

// the last bar in the chart is reached, as an optimization.

// @param candle The candle to store.

method store(VP this, Candle candle) =>

    this.candles.push(candle)

    this.minPrice := na(this.minPrice) ? candle.low : math.min(this.minPrice, candle.low)

    this.maxPrice := na(this.maxPrice) ? candle.high : math.max(this.maxPrice, candle.high)

    this.step := (this.maxPrice - this.minPrice) / NUM_ROWS

// @function Draws a histogram for the given coordinates.

// @param xs The x-coordinates for the left of the histogram rows.

// @param baseX The x-coordinate for the base of the histogram.

// @param step The step / delta between adjacent price points.

// @param height The height for each row.

// @param color The color for the histogram.

// @returns The drawn polyline.

method drawHistogram(VP this, int[] xs, int baseX, float step, float height, color color) =>

    // Construct the polyline points.

    chart.point[] points = array.new<chart.point>()

    float gap = (step - height) / 2

    for [i, x] in xs

        float lo = i * step + gap + this.minPrice

        float hi = lo + height

        points.push(chart.point.from_index(index = baseX, price = lo))

        points.push(chart.point.from_index(index = x, price = lo))

        points.push(chart.point.from_index(index = x, price = hi))

        points.push(chart.point.from_index(index = baseX, price = hi))

    polyline.new(points, closed = true, line_color = color, fill_color = color)

// @function Calculates the distribution and visualizes it on the chart.

method update(VP this) =>

    // Calculate the step size for each bucket.

    float step = (this.maxPrice - this.minPrice) / NUM_ROWS

    // Loop through the candles and populate the distribution array.

    float[] dist = array.new_float(NUM_ROWS, 0)

    float[] deltaDist = array.new_float(NUM_ROWS, 0)

    for c in this.candles

        // Calculate the start and end index of the buckets to fill the volume.

        int start = this.getBucketIndex(c.low)

        int end = this.getBucketIndex(c.high)

        int buckets = end - start + 1

        float vol = c.volume / buckets

        for i = start to end

            dist.set(i, dist.get(i) + vol)

            deltaDist.set(i, deltaDist.get(i) + vol * c.direction)

    float maxVol = dist.max()

    // Calculate the x coordinate for each row.

    int baseX = bar_index + BASE_OFFSET

    int[] xs = array.new_int()

    for vol in dist

        int width = math.round(vol / maxVol * MAX_WIDTH)

        int x = baseX - width

        xs.push(x)

    float height = HEIGHT_PERCENTAGE_PER_ROW / 100 * step

    // Draw the histogram.

    if not na(this.poly)

        this.poly.delete()

    this.poly := this.drawHistogram(xs, baseX, step, height, COLOR)

    // Draw the delta histograms.

    if SHOW_DELTA

        int[] buyXs = array.new_int()

        int[] sellXs = array.new_int()

        for vol in deltaDist

            int width = math.round(math.abs(vol) / maxVol * MAX_WIDTH)

            int x = baseX - width

            buyXs.push(vol > 0 ? x : baseX)

            sellXs.push(vol < 0 ? x : baseX)

        if not na(this.buyPoly)

            this.buyPoly.delete()

        this.buyPoly := this.drawHistogram(buyXs, baseX, step, height, BUY_COLOR)

        if not na(this.sellPoly)

            this.sellPoly.delete()

        this.sellPoly := this.drawHistogram(sellXs, baseX, step, height, SELL_COLOR)

    // Calculate the cumulative distribution.

    float[] cumdist = dist.copy()

    for i = 1 to cumdist.size() - 1

        cumdist.set(i, cumdist.get(i - 1) + cumdist.get(i))

    float totalVolume = cumdist.last()

    // Highlight VAH and VAL.

    if DISPLAY_VA

        float valPercentile = (100 - VALUE_AREA_PERCENT) / 100 / 2

        float vahPercentile = 1 - valPercentile

        int valIndex = cumdist.binary_search_leftmost(totalVolume * valPercentile)

        this.mark(

          name = 'VAL',

          price = this.getBucketedPrice(valIndex),

          left = xs.get(valIndex),

          bg = VAL_COLOR,

          height = height)

        int vahIndex = cumdist.binary_search_leftmost(totalVolume * vahPercentile)

        this.mark(

          name = 'VAH',

          price = this.getBucketedPrice(vahIndex),

          left = xs.get(vahIndex),

          bg = VAH_COLOR,

          height = height)

    // Highlight POC.

    if DISPLAY_POC

        int pocIndex = maxIndex(dist)

        this.mark(

          name = 'POC',

          price = this.getBucketedPrice(pocIndex),

          left = xs.get(pocIndex),

          bg = POC_COLOR,

          height = height)

    // Create another vertical polyline to mask the rightmost pixel of the volume profile, so that the minimum

    // width for each price bucket can be 0 rather than 1.

    chart.point maxPoint = chart.point.from_index(index = baseX, price = this.maxPrice)

    chart.point minPoint = chart.point.from_index(index = baseX, price = this.minPrice)