// This source code is subject to the terms of the Mozilla Public License 2.

0 at
https://mozilla.org/MPL/2.0/

// © LeviathanCapital

//@version=5

indicator("Swing Points and Liquidity - By Leviathan", overlay=true, max_boxes_count=500,

max_lines_count=500, max_labels_count = 500)

// Inputs

swingSizeR = input.int(10, 'Bars Right-Left', inline='brl')

swingSizeL = input.int(15, '-', inline='brl')

showBoxes = input.bool(true, 'Show Boxes ', inline='aa')

showSwingLines = input.bool(true, 'Show Lines', inline='aa')

showBubbles = input.bool(true, 'Show Labels ', inline='bb')

showVol = input.bool(false, 'Show Volume', inline='bb')

showOId = input.bool(false, 'Show OI Δ ', inline='cc')

extendtilfilled = input.bool(true, 'Extend Until Fill', inline='cc')

// Conditions

hidefilled = input.bool(false, 'Hide Filled', group='Conditions')

voltresh = input.int(0, 'Volume >', group='Conditions')

oitresh = input.int(0, 'OI Δ (abs.) >', group='Conditions')

pnoid = input.string('/', 'Only Swings With', options = ['Positive OI Delta', 'Negative OI Delta', '/'],
group='Conditions')

// Appearance inputs

showhighs = input.bool(true, '', inline='sh', group='Appearance')

showlows = input.bool(true, '', inline='sl', group='Appearance')

sellcol = input.color(#aa2430, 'Lows (Line - Label - Box)', inline = 'sh', group='Appearance')

buycol = input.color(#66bb6a, 'Highs (Line - Label - Box)', inline='sl', group='Appearance')

sellcolB = input.color(#aa2430, '', inline='sh', group='Appearance')

buycolB = input.color(#66bb6a, '', inline = 'sl', group='Appearance')

sellboxCol = input.color(#80192231, '', inline = 'sh', group='Appearance')

buyboxCol = input.color(#66bb6a31, '', inline='sl', group='Appearance')

lineStyle = input.string('Dotted', 'Line Style + Width', ['Solid', 'Dashed', 'Dotted'], inline='l',

group='Appearance')

lineWid = input.int(1, '', inline='l', group='Appearance')

boxWid = input.float(0.7, 'Box Width + Type ', step=0.1, inline='xx', group='Appearance')

boxStyle = input.string('TYPE 1', '', options=['TYPE 1', 'TYPE 2'], inline='xx', group='Appearance')

labelsize = input.string('Size: Tiny', 'Text Style ', options = ['Size: Normal','Size: Large',
'Size: Small', 'Size: Tiny', 'Size: Auto' ], inline='txt', group = 'Appearance' )

texthalign = input.string('Right','', options = ['Middle', 'Right', 'Left'], inline='txt', group =

'Appearance')

lookback = input.bool(false, '', inline='lb')

daysBack = input.float(150, 'Lookback (D) ',inline='lb')

// OI Data

binance = input.bool(true, 'Binance USDT.P', inline = 'src', group = 'Open Interest')

binance2 = input.bool(true, 'Binance USD.P', inline = 'src', group = 'Open Interest')

binance3 = input.bool(true, 'Binance BUSD.P', inline = 'src2', group = 'Open Interest')

bitmex = input.bool(true, 'BitMEX USD.P', inline = 'src2', group = 'Open Interest')

bitmex2 = input.bool(true, 'BitMEX USDT.P ', inline = 'src3', group = 'Open Interest')

kraken = input.bool(true, 'Kraken USD.P', inline = 'src3', group = 'Open Interest')

// Calculating inRange, used for lookback in days

MSPD = 24 * 60 * 60 * 1000

lastBarDate = timestamp(year(timenow), month(timenow), dayofmonth(timenow),

hour(timenow), minute(timenow), second(timenow))

thisBarDate = timestamp(year, month, dayofmonth, hour, minute, second)

daysLeft = math.abs(math.floor((lastBarDate - thisBarDate) / MSPD))

inRange = lookback ? (daysLeft < daysBack) : true

//Pivot calculations

int prevHighIndex= na, int prevLowIndex= na, bool highActive= false, bool lowActive= false, bool h=
false, bool l= false

pivHi = ta.pivothigh(high, swingSizeL, swingSizeR)

pivLo = ta.pivotlow(low, swingSizeL, swingSizeR)

if not na(pivHi)

h := true

prevHighIndex := bar_index - swingSizeR

if not na(pivLo)

l := true

prevLowIndex := bar_index - swingSizeR

// Getting OI data

mex = syminfo.basecurrency=='BTC' ? 'XBT' : string(syminfo.basecurrency)

oid1 = nz(request.security('BINANCE' + ":" + string(syminfo.basecurrency) + 'USDT.P_OI',

timeframe.period, close-close[1], ignore_invalid_symbol = true), 0)

oid2 = nz(request.security('BINANCE' + ":" + string(syminfo.basecurrency) + 'USD.P_OI',

timeframe.period, close-close[1], ignore_invalid_symbol = true), 0)

oid3 = nz(request.security('BINANCE' + ":" + string(syminfo.basecurrency) + 'BUSD.P_OI',

timeframe.period, close-close[1], ignore_invalid_symbol = true), 0)

oid4 = nz(request.security('BITMEX' + ":" + mex + 'USD.P_OI', timeframe.period,

close-close[1], ignore_invalid_symbol = true), 0)

oid5 = nz(request.security('BITMEX' + ":" + mex + 'USDT.P_OI', timeframe.period,

close-close[1], ignore_invalid_symbol = true), 0)

oid6 = nz(request.security('KRAKEN' + ":" + string(syminfo.basecurrency) + 'USD.P_OI',

timeframe.period, close-close[1], ignore_invalid_symbol = true), 0)

deltaOI = (binance ? nz(oid1,0) : 0) + (binance2 ? nz(oid2,0)/close : 0) + (binance3 ? nz(oid3,0) :

0) + (bitmex ? nz(oid4,0)/close : 0) + (bitmex2 ? nz(oid5,0)/close : 0) + (kraken ?
nz(oid6,0)/close : 0)

//Volume, OI, box width

vol = volume[swingSizeR]

oitreshcond = oitresh > 0 ? math.abs(deltaOI[swingSizeR])>oitresh : true

voltreshcond = voltresh > 0 ? vol > voltresh : true

oicond = pnoid=='Positive OI Delta' ? deltaOI[swingSizeR]>0 : pnoid=='Negative OI Delta' ?
deltaOI[swingSizeR]<0 : true

color CLEAR = color.rgb(0,0,0,100)

boxWid1 = 0.001 * boxWid

// Styles

boxStyle(x) =>

switch x

'TYPE 1' => h ? pivHi : l ? pivLo : na

'TYPE 2' => h ? pivHi * (1 - boxWid1) : l ? pivLo * (1 + boxWid1) : na

lineStyle(x) =>

switch x

'Solid' => line.style_solid

'Dashed' => line.style_dashed

'Dotted' => line.style_dotted

switchtextsize(textsize) =>

switch textsize

'Size: Normal' => size.normal

'Size: Small' => size.small

'Size: Tiny' => size.tiny

'Size: Auto' => size.auto

'Size: Large' => size.large

switchhalign(texthalign) =>

switch texthalign

'Middle' => text.align_center

'Right' => text.align_right

'Left' => text.align_left

//Swing level labels

var levelBoxes = array.new_box(), var levelLines = array.new_line()

if h and inRange and showhighs and oitreshcond and voltreshcond and oicond

hBox = box.new(prevHighIndex, pivHi * (1 + boxWid1), bar_index, boxStyle(boxStyle),

border_color = na, bgcolor = showBoxes ? sellboxCol : CLEAR, text= (showVol ? str.tostring(vol,
format.volume) : na) +' '+ (showOId ? str.tostring(deltaOI[swingSizeR], format.volume) :
''),text_halign=switchhalign(texthalign),text_valign=text.align_center,text_color=chart.fg_color,
text_size=switchtextsize(labelsize))

hLine = line.new(prevHighIndex, pivHi, bar_index, pivHi, color = showSwingLines ? sellcol : CLEAR,

style=lineStyle(lineStyle), width=lineWid)

array.push(levelBoxes, hBox)

array.push(levelLines, hLine)

if l and inRange and showhighs and oitreshcond and voltreshcond and oicond

lBox = box.new(prevLowIndex, pivLo * (1 - boxWid1), bar_index, boxStyle(boxStyle), border_color

= na, bgcolor = showBoxes ? buyboxCol : CLEAR, text= (showVol ? str.tostring(vol, format.volume) : na)
+' '+ (showOId ? str.tostring(deltaOI[swingSizeR], format.volume) :
''),text_halign=switchhalign(texthalign),text_valign=text.align_center,text_color=chart.fg_color,
text_size=switchtextsize(labelsize))

lLine = line.new(prevLowIndex, pivLo, bar_index, pivLo, color = showSwingLines ? buycol : CLEAR,

style=lineStyle(lineStyle), width=lineWid)

array.push(levelBoxes, lBox)

array.push(levelLines, lLine)

// Looping over the full array of lines and updating them, and deleting them if they have been
touched

size = array.size(levelBoxes)

if size > 0

for i = 0 to size - 1

j = size - 1 - i

box = array.get(levelBoxes, j)

line = array.get(levelLines, j)

level = line.get_y2(line)

filled = (high >= level and low <= level)

if filled and extendtilfilled and not hidefilled

array.remove(levelLines, j)

array.remove(levelBoxes, j)
 continue

box.set_right(box, bar_index+1)

line.set_x2(line, bar_index+1)

if filled and hidefilled

array.remove(levelLines, j)

array.remove(levelBoxes, j)

line.delete(line)

box.delete(box)

if not filled and not extendtilfilled

array.remove(levelLines, j)

array.remove(levelBoxes, j)

continue

box.set_right(box, bar_index[0]+4)

line.set_x2(line, bar_index[0]+4)

// Deleting the oldest lines if array is too big

if array.size(levelBoxes) >= 500

int i = 0

while array.size(levelBoxes) >= 500

box = array.get(levelBoxes, i)

line = array.get(levelLines, i)

box.delete(box)

line.delete(line)

array.remove(levelBoxes, i)

array.remove(levelLines, i)

i += 1

// Plotting circle labels

plotshape(showhighs and showBubbles and h and oitreshcond and voltreshcond and oicond ?
high[swingSizeR] : na, style=shape.circle, location = location.absolute, offset = -swingSizeR,
color=sellcolB, size = size.tiny)

plotshape(showlows and showBubbles and l and oitreshcond and voltreshcond and oicond ?
low[swingSizeR] : na, style=shape.circle, location = location.absolute, offset = -swingSizeR,
color=buycolB, size = size.tiny)