PINE LIBRARY
Trading IQ - ICT Library
Library "ICTlibrary"
Used to calculate various ICT related price levels and strategies. An ongoing project.
Hello Coders!
This library is meant for sourcing ICT related concepts. While some functions might generate more output than you require, you can specify "Lite Mode" as "true" in applicable functions to slim down necessary inputs.
isLastBar(userTF)
Identifies the last bar on the chart before a timeframe change
Parameters:
userTF (simple int): the timeframe you wish to calculate the last bar for, must be converted to integer using 'timeframe.in_seconds()'
Returns: bool true if bar on chart is last bar of higher TF, dalse if bar on chart is not last bar of higher TF
necessaryData(atrTF)
returns necessaryData UDT for historical data access
Parameters:
atrTF (float): user-selected timeframe ATR value.
Returns: logZ. log return Z score, used for calculating order blocks.
method gradBoxes(gradientBoxes, idColor, timeStart, bottom, top, rightCoordinate)
creates neon like effect for box drawings
Namespace types: array<box>
Parameters:
gradientBoxes (array<box>): an array.new<box>() to store the gradient boxes
idColor (color)
timeStart (int): left point of box
bottom (float): bottom of box price point
top (float): top of box price point
rightCoordinate (int): right point of box
Returns: void
checkIfTraded(tradeName)
checks if recent trade is of specific name
Parameters:
tradeName (string)
Returns: bool true if recent trade id matches target name, false otherwise
checkIfClosed(tradeName)
checks if recent closed trade is of specific name
Parameters:
tradeName (string)
Returns: bool true if recent closed trade id matches target name, false otherwise
IQZZ(atrMult, finalTF)
custom ZZ to quickly determine market direction.
Parameters:
atrMult (float): an atr multiplier used to determine the required price move for a ZZ direction change
finalTF (string): the timeframe used for the atr calcuation
Returns: dir market direction. Up => 1, down => -1
method drawBos(id, startPoint, getKeyPointTime, getKeyPointPrice, col, showBOS, isUp)
calculates and draws Break Of Structure
Namespace types: array<labelLine>
Parameters:
id (array<labelLine>)
startPoint (chart.point)
getKeyPointTime (int): the actual time of startPoint, simplystartPoint.time
getKeyPointPrice (float): the actual time of startPoint, simplystartPoint.price
col (color): color of the BoS line / label
showBOS (bool): whether to show label/line. This function still calculates internally for other ICT related concepts even if not drawn.
isUp (bool): whether BoS happened during price increase or price decrease.
Returns: void
method drawMSS(id, startPoint, getKeyPointTime, getKeyPointPrice, col, showMSS, isUp, upRejections, dnRejections, highArr, lowArr, timeArr, closeArr, openArr, atrTFarr, upRejectionsPrices, dnRejectionsPrices)
calculates and draws Market Structure Shift. This data is also used to calculate Rejection Blocks.
Namespace types: array<labelLine>
Parameters:
id (array<labelLine>)
startPoint (chart.point)
getKeyPointTime (int): the actual time of startPoint, simplystartPoint.time
getKeyPointPrice (float): the actual time of startPoint, simplystartPoint.price
col (color): color of the MSS line / label
showMSS (bool): whether to show label/line. This function still calculates internally for other ICT related concepts even if not drawn.
isUp (bool): whether MSS happened during price increase or price decrease.
upRejections (array<rejectionBlocks>)
dnRejections (array<rejectionBlocks>)
highArr (array<float>): array containing historical highs, should be taken from the UDT "necessaryData" defined above
lowArr (array<float>): array containing historical lows, should be taken from the UDT "necessaryData" defined above
timeArr (array<int>): array containing historical times, should be taken from the UDT "necessaryData" defined above
closeArr (array<float>): array containing historical closes, should be taken from the UDT "necessaryData" defined above
openArr (array<float>): array containing historical opens, should be taken from the UDT "necessaryData" defined above
atrTFarr (array<float>): array containing historical atr values (of user-selected TF), should be taken from the UDT "necessaryData" defined above
upRejectionsPrices (array<float>): array containing up rejections prices. Is sorted and used to determine selective looping for invalidations.
dnRejectionsPrices (array<float>): array containing down rejections prices. Is sorted and used to determine selective looping for invalidations.
Returns: void
method getTime(id, compare, timeArr)
gets time of inputted price (compare) in an array of data
this is useful when the user-selected timeframe for ICT concepts is greater than the chart's timeframe
Namespace types: array<float>
Parameters:
id (array<float>): the array of data to search through, to find which index has the same value as "compare"
compare (float): the target data point to find in the array
timeArr (array<int>): array of historical times
Returns: the time that the data point in the array was recorded
method OB(id, highArr, signArr, lowArr, timeArr, sign)
store bullish orderblock data
Namespace types: array<orderBlock>
Parameters:
id (array<orderBlock>)
highArr (array<float>): array of historical highs
signArr (array<float>): array of historical price direction "math.sign(close - open)"
lowArr (array<float>): array of historical lows
timeArr (array<int>): array of historical times
sign (int): orderblock direction, -1 => bullish, 1 => bearish
Returns: void
OTEstrat(OTEstart, future, closeArr, highArr, lowArr, timeArr, longOTEPT, longOTESL, longOTElevel, shortOTEPT, shortOTESL, shortOTElevel, structureDirection, oteLongs, atrTF, oteShorts)
executes the OTE strategy
Parameters:
OTEstart (chart.point)
future (int): future time point for drawings
closeArr (array<float>): array of historical closes
highArr (array<float>): array of historical highs
lowArr (array<float>): array of historical lows
timeArr (array<int>): array of historical times
longOTEPT (string): user-selected long OTE profit target, please create an input.string() for this using the example below
longOTESL (int): user-selected long OTE stop loss, please create an input.string() for this using the example below
longOTElevel (float): long entry price of selected retracement ratio for OTE
shortOTEPT (string): user-selected short OTE profit target, please create an input.string() for this using the example below
shortOTESL (int): user-selected short OTE stop loss, please create an input.string() for this using the example below
shortOTElevel (float): short entry price of selected retracement ratio for OTE
structureDirection (string): current market structure direction, this should be "Up" or "Down". This is used to cancel pending orders if market structure changes
oteLongs (bool): input.bool() for whether OTE longs can be executed
atrTF (float): atr of the user-seleceted TF
oteShorts (bool): input.bool() for whether OTE shorts can be executed
@exampleInputs
oteLongs = input.bool(defval = false, title = "OTE Longs", group = "Optimal Trade Entry")
longOTElevel = input.float(defval = 0.79, title = "Long Entry Retracement Level", options = [0.79, 0.705, 0.62], group = "Optimal Trade Entry")
longOTEPT = input.string(defval = "-0.5", title = "Long TP", options = ["-0.5", "-1", "-2", "Swing High"], group = "Optimal Trade Entry")
longOTESL = input.int(defval = 0, title = "How Many Ticks Below Swing Low For Stop Loss", group = "Optimal Trade Entry")
oteShorts = input.bool(defval = false, title = "OTE Shorts", group = "Optimal Trade Entry")
shortOTElevel = input.float(defval = 0.79, title = "Short Entry Retracement Level", options = [0.79, 0.705, 0.62], group = "Optimal Trade Entry")
shortOTEPT = input.string(defval = "-0.5", title = "Short TP", options = ["-0.5", "-1", "-2", "Swing Low"], group = "Optimal Trade Entry")
shortOTESL = input.int(defval = 0, title = "How Many Ticks Above Swing Low For Stop Loss", group = "Optimal Trade Entry")
Returns: void (0)
displacement(logZ, atrTFreg, highArr, timeArr, lowArr, upDispShow, dnDispShow, masterCoords, labelLevels, dispUpcol, rightCoordinate, dispDncol, noBorders)
calculates and draws dispacements
Parameters:
logZ (float): log return of current price, used to determine a "significant price move" for a displacement
atrTFreg (float): atr of user-seleceted timeframe
highArr (array<float>): array of historical highs
timeArr (array<int>): array of historical times
lowArr (array<float>): array of historical lows
upDispShow (int): amount of historical upside displacements to show
dnDispShow (int): amount of historical downside displacements to show
masterCoords (map<string, float>): a <string, float> map to push the most recent displacement prices into, useful for having key levels in one data structure
labelLevels (string): used to determine label placement for the displacement, can be inside box, outside box, or none, example below
dispUpcol (color): upside displacement color
rightCoordinate (int): future time for displacement drawing, best is "last_bar_time"
dispDncol (color): downside displacement color
noBorders (bool): input.bool() to remove box borders, example below
@exampleInputs
labelLevels = input.string(defval = "Inside" , title = "Box Label Placement", options = ["Inside", "Outside", "None"])
noBorders = input.bool(defval = false, title = "No Borders On Levels")
Returns: void
method getStrongLow(id, startIndex, timeArr, lowArr, strongLowPoints)
unshift strong low data to array<strongPoints> id
Namespace types: array<strongPoints>
Parameters:
id (array<strongPoints>)
startIndex (int): the starting index for the timeArr array of the UDT "necessaryData".
this point should start from at least 1 pivot prior to find the low before an upside BoS
timeArr (array<int>): array of historical times
lowArr (array<float>): array of historical lows
strongLowPoints (array<float>): array of strong low prices. Used to retrieve highest strong low price and see if need for
removal of invalidated strong lows
Returns: void
method getStrongHigh(id, startIndex, timeArr, highArr, strongHighPoints)
unshift strong high data to array<strongPoints> id
Namespace types: array<strongPoints>
Parameters:
id (array<strongPoints>)
startIndex (int): the starting index for the timeArr array of the UDT "necessaryData".
this point should start from at least 1 pivot prior to find the high before a downside BoS
timeArr (array<int>): array of historical times
highArr (array<float>): array of historical highs
strongHighPoints (array<float>)
Returns: void
equalLevels(highArr, lowArr, timeArr, rightCoordinate, equalHighsCol, equalLowsCol, liteMode)
used to calculate recent equal highs or equal lows
Parameters:
highArr (array<float>): array of historical highs
lowArr (array<float>): array of historical lows
timeArr (array<int>): array of historical times
rightCoordinate (int): a future time (right for boxes, x2 for lines)
equalHighsCol (color): user-selected color for equal highs drawings
equalLowsCol (color): user-selected color for equal lows drawings
liteMode (bool): optional for a lite mode version of an ICT strategy. For more control over drawings leave as "True", "False" will apply neon effects
Returns: void
quickTime(timeString)
used to quickly determine if a user-inputted time range is currently active in NYT time
Parameters:
timeString (string): a time range
Returns: true if session is active, false if session is inactive
macros(showMacros, noBorders)
used to calculate and draw session macros
Parameters:
showMacros (bool): an input.bool() or simple bool to determine whether to activate the function
noBorders (bool): an input.bool() to determine whether the box anchored to the session should have borders
Returns: void
po3(tf, left, right, show)
use to calculate HTF po3 candle
tip only call this function on "barstate.islast"
Parameters:
tf (simple string)
left (int): the left point of the candle, calculated as bar_index + left,
right (int): :the right point of the candle, calculated as bar_index + right,
show (bool): input.bool() whether to show the po3 candle or not
Returns: void
silverBullet(silverBulletStratLong, silverBulletStratShort, future, userTF, H, L, H2, L2, noBorders, silverBulletLongTP, historicalPoints, historicalData, silverBulletLongSL, silverBulletShortTP, silverBulletShortSL)
used to execute the Silver Bullet Strategy
Parameters:
silverBulletStratLong (simple bool)
silverBulletStratShort (simple bool)
future (int): a future time, used for drawings, example "last_bar_time"
userTF (simple int)
H (float): the high price of the user-selected TF
L (float): the low price of the user-selected TF
H2 (float): the high[2] price of the user-selected TF
L2 (float): the low[2] price of the user-selected TF
noBorders (bool): an input.bool() used to remove the borders from box drawings
silverBulletLongTP (series silverBulletLevels)
historicalPoints (array<chart.point>)
historicalData (necessaryData)
silverBulletLongSL (series silverBulletLevels)
silverBulletShortTP (series silverBulletLevels)
silverBulletShortSL (series silverBulletLevels)
Returns: void
method invalidFVGcheck(FVGarr, upFVGpricesSorted, dnFVGpricesSorted)
check if existing FVGs are still valid
Namespace types: array<FVG>
Parameters:
FVGarr (array<FVG>)
upFVGpricesSorted (array<float>): an array of bullish FVG prices, used to selective search through FVG array to remove invalidated levels
dnFVGpricesSorted (array<float>): an array of bearish FVG prices, used to selective search through FVG array to remove invalidated levels
Returns: void (0)
method drawFVG(counter, FVGshow, FVGname, FVGcol, data, masterCoords, labelLevels, borderTransp, liteMode, rightCoordinate)
draws FVGs on last bar
Namespace types: map<string, int>
Parameters:
counter (map<string, int>): a counter, as map<string, int>, keeping count of the number of FVGs drawn, makes sure that there aren't more FVGs drawn
than int FVGshow
FVGshow (int): the number of FVGs to show. There should be a bullish FVG show and bearish FVG show. This function "drawFVG" is used separately
for bearish FVG and bullish FVG.
FVGname (string): the name of the FVG, "FVG Up" or "FVG Down"
FVGcol (color): desired FVG color
data (FVG)
masterCoords (map<string, float>): a map<string, float> containing the names and price points of key levels. Used to define price ranges.
labelLevels (string): an input.string with options "Inside", "Outside", "Remove". Determines whether FVG labels should be inside box, outside,
or na.
borderTransp (int)
liteMode (bool)
rightCoordinate (int): the right coordinate of any drawings. Must be a time point.
Returns: void
invalidBlockCheck(bullishOBbox, bearishOBbox, userTF)
check if existing order blocks are still valid
Parameters:
bullishOBbox (array<orderBlock>): an array declared using the UDT orderBlock that contains bullish order block related data
bearishOBbox (array<orderBlock>): an array declared using the UDT orderBlock that contains bearish order block related data
userTF (simple int)
Returns: void (0)
method lastBarRejections(id, rejectionColor, idShow, rejectionString, labelLevels, borderTransp, liteMode, rightCoordinate, masterCoords)
draws rejectionBlocks on last bar
Namespace types: array<rejectionBlocks>
Parameters:
id (array<rejectionBlocks>): the array<rejectionBlocks>, an array of rejection block data declared using the UDT rejection block
rejectionColor (color): the desired color of the rejection box
idShow (int)
rejectionString (string): the desired name of the rejection blocks
labelLevels (string): an input.string() to determine if labels for the block should be inside the box, outside, or none.
borderTransp (int)
liteMode (bool): an input.bool(). True = neon effect, false = no neon.
rightCoordinate (int): atime for the right coordinate of the box
masterCoords (map<string, float>): a map <string, float> that stores the price of key levels and assigns them a name, used to determine price ranges
Returns: void
method OBdraw(id, OBshow, BBshow, OBcol, BBcol, bullishString, bearishString, isBullish, labelLevels, borderTransp, liteMode, rightCoordinate, masterCoords)
draws orderblocks and breaker blocks for data stored in UDT array<orderBlock>()
Namespace types: array<orderBlock>
Parameters:
id (array<orderBlock>): the array<orderBlock>, an array of order block data declared using the UDT orderblock
OBshow (int): the number of order blocks to show
BBshow (int): the number of breaker blocks to show
OBcol (color): color of order blocks
BBcol (color): color of breaker blocks
bullishString (string): the title of bullish blocks, which is a regular bullish orderblock or a bearish orderblock that's converted to breakerblock
bearishString (string): the title of bearish blocks, which is a regular bearish orderblock or a bullish orderblock that's converted to breakerblock
isBullish (bool): whether the array<orderBlock> contains bullish orderblocks or bearish orderblocks. If bullish orderblocks,
the array will naturally contain bearish BB, and if bearish OB, the array will naturally contain bullish BB
labelLevels (string): an input.string() to determine if labels for the block should be inside the box, outside, or none.
borderTransp (int)
liteMode (bool): an input.bool(). True = neon effect, false = no neon.
rightCoordinate (int): atime for the right coordinate of the box
masterCoords (map<string, float>): a map <string, float> that stores the price of key levels and assigns them a name, used to determine price ranges
Returns: void
FVG
UDT for FVG calcualtions
Fields:
H (series float): high price of user-selected timeframe
L (series float): low price of user-selected timeframe
direction (series string): FVG direction => "Up" or "Down"
T (series int): => time of bar on user-selected timeframe where FVG was created
fvgLabel (series label): optional label for FVG
fvgLineTop (series line): optional line for top of FVG
fvgLineBot (series line): optional line for bottom of FVG
fvgBox (series box): optional box for FVG
labelLine
quickly pair a line and label together as UDT
Fields:
lin (series line): Line you wish to pair with label
lab (series label): Label you wish to pair with line
orderBlock
UDT for order block calculations
Fields:
orderBlockData (array<float>): array containing order block x and y points
orderBlockBox (series box): optional order block box
vioCount (series int): = 0 violation count of the order block. 0 = Order Block, 1 = Breaker Block
traded (series bool)
status (series string): = "OB" status == "OB" => Level is order block. status == "BB" => Level is breaker block.
orderBlockLab (series label): options label for the order block / breaker block.
strongPoints
UDT for strong highs and strong lows
Fields:
price (series float): price of the strong high or strong low
timeAtprice (series int): time of the strong high or strong low
strongPointLabel (series label): optional label for strong point
strongPointLine (series line): optional line for strong point
overlayLine (series line): optional lines for strong point to enhance visibility
overlayLine2 (series line): optional lines for strong point to enhance visibility
displacement
UDT for dispacements
Fields:
highPrice (series float): high price of displacement
lowPrice (series float): low price of displacement
timeAtPrice (series int): time of bar where displacement occurred
displacementBox (series box): optional box to draw displacement
displacementLab (series label): optional label for displacement
po3data
UDT for po3 calculations
Fields:
dHigh (series float): higher timeframe high price
dLow (series float): higher timeframe low price
dOpen (series float): higher timeframe open price
dClose (series float): higher timeframe close price
po3box (series box): box to draw po3 candle body
po3line (array<line>): line array to draw po3 wicks
po3Labels (array<label>): label array to label price points of po3 candle
macros
UDT for session macros
Fields:
sessions (array<bool>): Array of sessions, you can populate this array using the "quickTime" function located above "export macros".
prices (matrix<float>): Matrix of session data -> open, high, low, close, time
sessionTimes (array<string>): Array of session names. Pairs with array<bool> sessions.
sessionLines (matrix<line>): Optional array for sesion drawings.
OTEtimes
UDT for data storage and drawings associated with OTE strategy
Fields:
upTimes (array<int>): time of highest point before trade is taken
dnTimes (array<int>): time of lowest point before trade is taken
tpLineLong (series line): line to mark tp level long
tpLabelLong (series label): label to mark tp level long
slLineLong (series line): line to mark sl level long
slLabelLong (series label): label to mark sl level long
tpLineShort (series line): line to mark tp level short
tpLabelShort (series label): label to mark tp level short
slLineShort (series line): line to mark sl level short
slLabelShort (series label): label to mark sl level short
sweeps
UDT for data storage and drawings associated with liquidity sweeps
Fields:
upSweeps (matrix<float>): matrix containing liquidity sweep price points and time points for up sweeps
dnSweeps (matrix<float>): matrix containing liquidity sweep price points and time points for down sweeps
upSweepDrawings (array<box>): optional up sweep box array. Pair the size of this array with the rows or columns,
dnSweepDrawings (array<box>): optional up sweep box array. Pair the size of this array with the rows or columns,
raidExitDrawings
UDT for drawings associated with the Liquidity Raid Strategy
Fields:
tpLine (series line): tp line for the liquidity raid entry
tpLabel (series label): tp label for the liquidity raid entry
slLine (series line): sl line for the liquidity raid entry
slLabel (series label): sl label for the liquidity raid entry
m2022
UDT for data storage and drawings associated with the Model 2022 Strategy
Fields:
mTime (series int): time of the FVG where entry limit order is placed
mIndex (series int): array index of FVG where entry limit order is placed. This requires an array of FVG data, which is defined above.
mEntryDistance (series float): the distance of the FVG to the 50% range. M2022 looks for the fvg closest to 50% mark of range.
mEntry (series float): the entry price for the most eligible fvg
fvgHigh (series float): the high point of the eligible fvg
fvgLow (series float): the low point of the eligible fvg
longFVGentryBox (series box): long FVG box, used to draw the eligible FVG
shortFVGentryBox (series box): short FVG box, used to draw the eligible FVG
line50P (series line): line used to mark 50% of the range
line100P (series line): line used to mark 100% (top) of the range
line0P (series line): line used to mark 0% (bottom) of the range
label50P (series label): label used to mark 50% of the range
label100P (series label): label used to mark 100% (top) of the range
label0P (series label): label used to mark 0% (bottom) of the range
sweepData (array<float>)
silverBullet
UDT for data storage and drawings associated with the Silver Bullet Strategy
Fields:
session (series bool)
sessionStr (series string): name of the session for silver bullet
sessionBias (series string)
sessionHigh (series float): = high high of session // use math.max(silverBullet.sessionHigh, high)
sessionLow (series float): = low low of session // use math.min(silverBullet.sessionLow, low)
sessionFVG (series float): if applicable, the FVG created during the session
sessionFVGdraw (series box): if applicable, draw the FVG created during the session
traded (series bool)
tp (series float): tp of trade entered at the session FVG
sl (series float): sl of trade entered at the session FVG
sessionDraw (series box): optional draw session with box
sessionDrawLabel (series label): optional label session with label
silverBulletDrawings
UDT for trade exit drawings associated with the Silver Bullet Strategy
Fields:
tpLine (series line): tp line drawing for strategy
tpLabel (series label): tp label drawing for strategy
slLine (series line): sl line drawing for strategy
slLabel (series label): sl label drawing for strategy
unicornModel
UDT for data storage and drawings associated with the Unicorn Model Strategy
Fields:
hPoint (chart.point)
hPoint2 (chart.point)
hPoint3 (chart.point)
breakerBlock (series box): used to draw the breaker block required for the Unicorn Model
FVG (series box): used to draw the FVG required for the Unicorn model
topBlock (series float): price of top of breaker block, can be used to detail trade entry
botBlock (series float): price of bottom of breaker block, can be used to detail trade entry
startBlock (series int): start time of the breaker block, used to set the "left = " param for the box
includes (array<int>): used to store the time of the breaker block, or FVG, or the chart point sequence that setup the Unicorn Model.
entry (series float): // eligible entry price, for longs"math.max(topBlock, FVG.get_top())",
tpLine (series line): optional line to mark PT
tpLabel (series label): optional label to mark PT
slLine (series line): optional line to mark SL
slLabel (series label): optional label to mark SL
rejectionBlocks
UDT for data storage and drawings associated with rejection blocks
Fields:
rejectionPoint (chart.point)
bodyPrice (series float): candle body price closest to the rejection point, for "Up" rejections => math.max(open, close),
rejectionBox (series box): optional box drawing of the rejection block
rejectionLabel (series label): optional label for the rejection block
equalLevelsDraw
UDT for data storage and drawings associated with equal highs / equal lows
Fields:
connector (series line): single line placed at the first high or low, y = avgerage of distinguished equal highs/lows
connectorLab (series label): optional label to be placed at the highs or lows
levels (array<float>): array containing the equal highs or lows prices
times (array<int>): array containing the equal highs or lows individual times
startTime (series int): the time of the first high or low that forms a sequence of equal highs or lows
radiate (array<label>): options label to "radiate" the label in connector lab. Can be used for anything
necessaryData
UDT for data storage of historical price points.
Fields:
highArr (array<float>): array containing historical high points
lowArr (array<float>): array containing historical low points
timeArr (array<int>): array containing historical time points
logArr (array<float>): array containing historical log returns
signArr (array<float>): array containing historical price directions
closeArr (array<float>): array containing historical close points
binaryTimeArr (array<int>): array containing historical time points, uses "push" instead of "unshift" to allow for binary search
binaryCloseArr (array<float>): array containing historical close points, uses "push" instead of "unshift" to allow the correct
binaryOpenArr (array<float>): array containing historical optn points, uses "push" instead of "unshift" to allow the correct
atrTFarr (array<float>): array containing historical user-selected TF atr points
openArr (array<float>): array containing historical open points
Used to calculate various ICT related price levels and strategies. An ongoing project.
Hello Coders!
This library is meant for sourcing ICT related concepts. While some functions might generate more output than you require, you can specify "Lite Mode" as "true" in applicable functions to slim down necessary inputs.
isLastBar(userTF)
Identifies the last bar on the chart before a timeframe change
Parameters:
userTF (simple int): the timeframe you wish to calculate the last bar for, must be converted to integer using 'timeframe.in_seconds()'
Returns: bool true if bar on chart is last bar of higher TF, dalse if bar on chart is not last bar of higher TF
necessaryData(atrTF)
returns necessaryData UDT for historical data access
Parameters:
atrTF (float): user-selected timeframe ATR value.
Returns: logZ. log return Z score, used for calculating order blocks.
method gradBoxes(gradientBoxes, idColor, timeStart, bottom, top, rightCoordinate)
creates neon like effect for box drawings
Namespace types: array<box>
Parameters:
gradientBoxes (array<box>): an array.new<box>() to store the gradient boxes
idColor (color)
timeStart (int): left point of box
bottom (float): bottom of box price point
top (float): top of box price point
rightCoordinate (int): right point of box
Returns: void
checkIfTraded(tradeName)
checks if recent trade is of specific name
Parameters:
tradeName (string)
Returns: bool true if recent trade id matches target name, false otherwise
checkIfClosed(tradeName)
checks if recent closed trade is of specific name
Parameters:
tradeName (string)
Returns: bool true if recent closed trade id matches target name, false otherwise
IQZZ(atrMult, finalTF)
custom ZZ to quickly determine market direction.
Parameters:
atrMult (float): an atr multiplier used to determine the required price move for a ZZ direction change
finalTF (string): the timeframe used for the atr calcuation
Returns: dir market direction. Up => 1, down => -1
method drawBos(id, startPoint, getKeyPointTime, getKeyPointPrice, col, showBOS, isUp)
calculates and draws Break Of Structure
Namespace types: array<labelLine>
Parameters:
id (array<labelLine>)
startPoint (chart.point)
getKeyPointTime (int): the actual time of startPoint, simplystartPoint.time
getKeyPointPrice (float): the actual time of startPoint, simplystartPoint.price
col (color): color of the BoS line / label
showBOS (bool): whether to show label/line. This function still calculates internally for other ICT related concepts even if not drawn.
isUp (bool): whether BoS happened during price increase or price decrease.
Returns: void
method drawMSS(id, startPoint, getKeyPointTime, getKeyPointPrice, col, showMSS, isUp, upRejections, dnRejections, highArr, lowArr, timeArr, closeArr, openArr, atrTFarr, upRejectionsPrices, dnRejectionsPrices)
calculates and draws Market Structure Shift. This data is also used to calculate Rejection Blocks.
Namespace types: array<labelLine>
Parameters:
id (array<labelLine>)
startPoint (chart.point)
getKeyPointTime (int): the actual time of startPoint, simplystartPoint.time
getKeyPointPrice (float): the actual time of startPoint, simplystartPoint.price
col (color): color of the MSS line / label
showMSS (bool): whether to show label/line. This function still calculates internally for other ICT related concepts even if not drawn.
isUp (bool): whether MSS happened during price increase or price decrease.
upRejections (array<rejectionBlocks>)
dnRejections (array<rejectionBlocks>)
highArr (array<float>): array containing historical highs, should be taken from the UDT "necessaryData" defined above
lowArr (array<float>): array containing historical lows, should be taken from the UDT "necessaryData" defined above
timeArr (array<int>): array containing historical times, should be taken from the UDT "necessaryData" defined above
closeArr (array<float>): array containing historical closes, should be taken from the UDT "necessaryData" defined above
openArr (array<float>): array containing historical opens, should be taken from the UDT "necessaryData" defined above
atrTFarr (array<float>): array containing historical atr values (of user-selected TF), should be taken from the UDT "necessaryData" defined above
upRejectionsPrices (array<float>): array containing up rejections prices. Is sorted and used to determine selective looping for invalidations.
dnRejectionsPrices (array<float>): array containing down rejections prices. Is sorted and used to determine selective looping for invalidations.
Returns: void
method getTime(id, compare, timeArr)
gets time of inputted price (compare) in an array of data
this is useful when the user-selected timeframe for ICT concepts is greater than the chart's timeframe
Namespace types: array<float>
Parameters:
id (array<float>): the array of data to search through, to find which index has the same value as "compare"
compare (float): the target data point to find in the array
timeArr (array<int>): array of historical times
Returns: the time that the data point in the array was recorded
method OB(id, highArr, signArr, lowArr, timeArr, sign)
store bullish orderblock data
Namespace types: array<orderBlock>
Parameters:
id (array<orderBlock>)
highArr (array<float>): array of historical highs
signArr (array<float>): array of historical price direction "math.sign(close - open)"
lowArr (array<float>): array of historical lows
timeArr (array<int>): array of historical times
sign (int): orderblock direction, -1 => bullish, 1 => bearish
Returns: void
OTEstrat(OTEstart, future, closeArr, highArr, lowArr, timeArr, longOTEPT, longOTESL, longOTElevel, shortOTEPT, shortOTESL, shortOTElevel, structureDirection, oteLongs, atrTF, oteShorts)
executes the OTE strategy
Parameters:
OTEstart (chart.point)
future (int): future time point for drawings
closeArr (array<float>): array of historical closes
highArr (array<float>): array of historical highs
lowArr (array<float>): array of historical lows
timeArr (array<int>): array of historical times
longOTEPT (string): user-selected long OTE profit target, please create an input.string() for this using the example below
longOTESL (int): user-selected long OTE stop loss, please create an input.string() for this using the example below
longOTElevel (float): long entry price of selected retracement ratio for OTE
shortOTEPT (string): user-selected short OTE profit target, please create an input.string() for this using the example below
shortOTESL (int): user-selected short OTE stop loss, please create an input.string() for this using the example below
shortOTElevel (float): short entry price of selected retracement ratio for OTE
structureDirection (string): current market structure direction, this should be "Up" or "Down". This is used to cancel pending orders if market structure changes
oteLongs (bool): input.bool() for whether OTE longs can be executed
atrTF (float): atr of the user-seleceted TF
oteShorts (bool): input.bool() for whether OTE shorts can be executed
@exampleInputs
oteLongs = input.bool(defval = false, title = "OTE Longs", group = "Optimal Trade Entry")
longOTElevel = input.float(defval = 0.79, title = "Long Entry Retracement Level", options = [0.79, 0.705, 0.62], group = "Optimal Trade Entry")
longOTEPT = input.string(defval = "-0.5", title = "Long TP", options = ["-0.5", "-1", "-2", "Swing High"], group = "Optimal Trade Entry")
longOTESL = input.int(defval = 0, title = "How Many Ticks Below Swing Low For Stop Loss", group = "Optimal Trade Entry")
oteShorts = input.bool(defval = false, title = "OTE Shorts", group = "Optimal Trade Entry")
shortOTElevel = input.float(defval = 0.79, title = "Short Entry Retracement Level", options = [0.79, 0.705, 0.62], group = "Optimal Trade Entry")
shortOTEPT = input.string(defval = "-0.5", title = "Short TP", options = ["-0.5", "-1", "-2", "Swing Low"], group = "Optimal Trade Entry")
shortOTESL = input.int(defval = 0, title = "How Many Ticks Above Swing Low For Stop Loss", group = "Optimal Trade Entry")
Returns: void (0)
displacement(logZ, atrTFreg, highArr, timeArr, lowArr, upDispShow, dnDispShow, masterCoords, labelLevels, dispUpcol, rightCoordinate, dispDncol, noBorders)
calculates and draws dispacements
Parameters:
logZ (float): log return of current price, used to determine a "significant price move" for a displacement
atrTFreg (float): atr of user-seleceted timeframe
highArr (array<float>): array of historical highs
timeArr (array<int>): array of historical times
lowArr (array<float>): array of historical lows
upDispShow (int): amount of historical upside displacements to show
dnDispShow (int): amount of historical downside displacements to show
masterCoords (map<string, float>): a <string, float> map to push the most recent displacement prices into, useful for having key levels in one data structure
labelLevels (string): used to determine label placement for the displacement, can be inside box, outside box, or none, example below
dispUpcol (color): upside displacement color
rightCoordinate (int): future time for displacement drawing, best is "last_bar_time"
dispDncol (color): downside displacement color
noBorders (bool): input.bool() to remove box borders, example below
@exampleInputs
labelLevels = input.string(defval = "Inside" , title = "Box Label Placement", options = ["Inside", "Outside", "None"])
noBorders = input.bool(defval = false, title = "No Borders On Levels")
Returns: void
method getStrongLow(id, startIndex, timeArr, lowArr, strongLowPoints)
unshift strong low data to array<strongPoints> id
Namespace types: array<strongPoints>
Parameters:
id (array<strongPoints>)
startIndex (int): the starting index for the timeArr array of the UDT "necessaryData".
this point should start from at least 1 pivot prior to find the low before an upside BoS
timeArr (array<int>): array of historical times
lowArr (array<float>): array of historical lows
strongLowPoints (array<float>): array of strong low prices. Used to retrieve highest strong low price and see if need for
removal of invalidated strong lows
Returns: void
method getStrongHigh(id, startIndex, timeArr, highArr, strongHighPoints)
unshift strong high data to array<strongPoints> id
Namespace types: array<strongPoints>
Parameters:
id (array<strongPoints>)
startIndex (int): the starting index for the timeArr array of the UDT "necessaryData".
this point should start from at least 1 pivot prior to find the high before a downside BoS
timeArr (array<int>): array of historical times
highArr (array<float>): array of historical highs
strongHighPoints (array<float>)
Returns: void
equalLevels(highArr, lowArr, timeArr, rightCoordinate, equalHighsCol, equalLowsCol, liteMode)
used to calculate recent equal highs or equal lows
Parameters:
highArr (array<float>): array of historical highs
lowArr (array<float>): array of historical lows
timeArr (array<int>): array of historical times
rightCoordinate (int): a future time (right for boxes, x2 for lines)
equalHighsCol (color): user-selected color for equal highs drawings
equalLowsCol (color): user-selected color for equal lows drawings
liteMode (bool): optional for a lite mode version of an ICT strategy. For more control over drawings leave as "True", "False" will apply neon effects
Returns: void
quickTime(timeString)
used to quickly determine if a user-inputted time range is currently active in NYT time
Parameters:
timeString (string): a time range
Returns: true if session is active, false if session is inactive
macros(showMacros, noBorders)
used to calculate and draw session macros
Parameters:
showMacros (bool): an input.bool() or simple bool to determine whether to activate the function
noBorders (bool): an input.bool() to determine whether the box anchored to the session should have borders
Returns: void
po3(tf, left, right, show)
use to calculate HTF po3 candle
tip only call this function on "barstate.islast"
Parameters:
tf (simple string)
left (int): the left point of the candle, calculated as bar_index + left,
right (int): :the right point of the candle, calculated as bar_index + right,
show (bool): input.bool() whether to show the po3 candle or not
Returns: void
silverBullet(silverBulletStratLong, silverBulletStratShort, future, userTF, H, L, H2, L2, noBorders, silverBulletLongTP, historicalPoints, historicalData, silverBulletLongSL, silverBulletShortTP, silverBulletShortSL)
used to execute the Silver Bullet Strategy
Parameters:
silverBulletStratLong (simple bool)
silverBulletStratShort (simple bool)
future (int): a future time, used for drawings, example "last_bar_time"
userTF (simple int)
H (float): the high price of the user-selected TF
L (float): the low price of the user-selected TF
H2 (float): the high[2] price of the user-selected TF
L2 (float): the low[2] price of the user-selected TF
noBorders (bool): an input.bool() used to remove the borders from box drawings
silverBulletLongTP (series silverBulletLevels)
historicalPoints (array<chart.point>)
historicalData (necessaryData)
silverBulletLongSL (series silverBulletLevels)
silverBulletShortTP (series silverBulletLevels)
silverBulletShortSL (series silverBulletLevels)
Returns: void
method invalidFVGcheck(FVGarr, upFVGpricesSorted, dnFVGpricesSorted)
check if existing FVGs are still valid
Namespace types: array<FVG>
Parameters:
FVGarr (array<FVG>)
upFVGpricesSorted (array<float>): an array of bullish FVG prices, used to selective search through FVG array to remove invalidated levels
dnFVGpricesSorted (array<float>): an array of bearish FVG prices, used to selective search through FVG array to remove invalidated levels
Returns: void (0)
method drawFVG(counter, FVGshow, FVGname, FVGcol, data, masterCoords, labelLevels, borderTransp, liteMode, rightCoordinate)
draws FVGs on last bar
Namespace types: map<string, int>
Parameters:
counter (map<string, int>): a counter, as map<string, int>, keeping count of the number of FVGs drawn, makes sure that there aren't more FVGs drawn
than int FVGshow
FVGshow (int): the number of FVGs to show. There should be a bullish FVG show and bearish FVG show. This function "drawFVG" is used separately
for bearish FVG and bullish FVG.
FVGname (string): the name of the FVG, "FVG Up" or "FVG Down"
FVGcol (color): desired FVG color
data (FVG)
masterCoords (map<string, float>): a map<string, float> containing the names and price points of key levels. Used to define price ranges.
labelLevels (string): an input.string with options "Inside", "Outside", "Remove". Determines whether FVG labels should be inside box, outside,
or na.
borderTransp (int)
liteMode (bool)
rightCoordinate (int): the right coordinate of any drawings. Must be a time point.
Returns: void
invalidBlockCheck(bullishOBbox, bearishOBbox, userTF)
check if existing order blocks are still valid
Parameters:
bullishOBbox (array<orderBlock>): an array declared using the UDT orderBlock that contains bullish order block related data
bearishOBbox (array<orderBlock>): an array declared using the UDT orderBlock that contains bearish order block related data
userTF (simple int)
Returns: void (0)
method lastBarRejections(id, rejectionColor, idShow, rejectionString, labelLevels, borderTransp, liteMode, rightCoordinate, masterCoords)
draws rejectionBlocks on last bar
Namespace types: array<rejectionBlocks>
Parameters:
id (array<rejectionBlocks>): the array<rejectionBlocks>, an array of rejection block data declared using the UDT rejection block
rejectionColor (color): the desired color of the rejection box
idShow (int)
rejectionString (string): the desired name of the rejection blocks
labelLevels (string): an input.string() to determine if labels for the block should be inside the box, outside, or none.
borderTransp (int)
liteMode (bool): an input.bool(). True = neon effect, false = no neon.
rightCoordinate (int): atime for the right coordinate of the box
masterCoords (map<string, float>): a map <string, float> that stores the price of key levels and assigns them a name, used to determine price ranges
Returns: void
method OBdraw(id, OBshow, BBshow, OBcol, BBcol, bullishString, bearishString, isBullish, labelLevels, borderTransp, liteMode, rightCoordinate, masterCoords)
draws orderblocks and breaker blocks for data stored in UDT array<orderBlock>()
Namespace types: array<orderBlock>
Parameters:
id (array<orderBlock>): the array<orderBlock>, an array of order block data declared using the UDT orderblock
OBshow (int): the number of order blocks to show
BBshow (int): the number of breaker blocks to show
OBcol (color): color of order blocks
BBcol (color): color of breaker blocks
bullishString (string): the title of bullish blocks, which is a regular bullish orderblock or a bearish orderblock that's converted to breakerblock
bearishString (string): the title of bearish blocks, which is a regular bearish orderblock or a bullish orderblock that's converted to breakerblock
isBullish (bool): whether the array<orderBlock> contains bullish orderblocks or bearish orderblocks. If bullish orderblocks,
the array will naturally contain bearish BB, and if bearish OB, the array will naturally contain bullish BB
labelLevels (string): an input.string() to determine if labels for the block should be inside the box, outside, or none.
borderTransp (int)
liteMode (bool): an input.bool(). True = neon effect, false = no neon.
rightCoordinate (int): atime for the right coordinate of the box
masterCoords (map<string, float>): a map <string, float> that stores the price of key levels and assigns them a name, used to determine price ranges
Returns: void
FVG
UDT for FVG calcualtions
Fields:
H (series float): high price of user-selected timeframe
L (series float): low price of user-selected timeframe
direction (series string): FVG direction => "Up" or "Down"
T (series int): => time of bar on user-selected timeframe where FVG was created
fvgLabel (series label): optional label for FVG
fvgLineTop (series line): optional line for top of FVG
fvgLineBot (series line): optional line for bottom of FVG
fvgBox (series box): optional box for FVG
labelLine
quickly pair a line and label together as UDT
Fields:
lin (series line): Line you wish to pair with label
lab (series label): Label you wish to pair with line
orderBlock
UDT for order block calculations
Fields:
orderBlockData (array<float>): array containing order block x and y points
orderBlockBox (series box): optional order block box
vioCount (series int): = 0 violation count of the order block. 0 = Order Block, 1 = Breaker Block
traded (series bool)
status (series string): = "OB" status == "OB" => Level is order block. status == "BB" => Level is breaker block.
orderBlockLab (series label): options label for the order block / breaker block.
strongPoints
UDT for strong highs and strong lows
Fields:
price (series float): price of the strong high or strong low
timeAtprice (series int): time of the strong high or strong low
strongPointLabel (series label): optional label for strong point
strongPointLine (series line): optional line for strong point
overlayLine (series line): optional lines for strong point to enhance visibility
overlayLine2 (series line): optional lines for strong point to enhance visibility
displacement
UDT for dispacements
Fields:
highPrice (series float): high price of displacement
lowPrice (series float): low price of displacement
timeAtPrice (series int): time of bar where displacement occurred
displacementBox (series box): optional box to draw displacement
displacementLab (series label): optional label for displacement
po3data
UDT for po3 calculations
Fields:
dHigh (series float): higher timeframe high price
dLow (series float): higher timeframe low price
dOpen (series float): higher timeframe open price
dClose (series float): higher timeframe close price
po3box (series box): box to draw po3 candle body
po3line (array<line>): line array to draw po3 wicks
po3Labels (array<label>): label array to label price points of po3 candle
macros
UDT for session macros
Fields:
sessions (array<bool>): Array of sessions, you can populate this array using the "quickTime" function located above "export macros".
prices (matrix<float>): Matrix of session data -> open, high, low, close, time
sessionTimes (array<string>): Array of session names. Pairs with array<bool> sessions.
sessionLines (matrix<line>): Optional array for sesion drawings.
OTEtimes
UDT for data storage and drawings associated with OTE strategy
Fields:
upTimes (array<int>): time of highest point before trade is taken
dnTimes (array<int>): time of lowest point before trade is taken
tpLineLong (series line): line to mark tp level long
tpLabelLong (series label): label to mark tp level long
slLineLong (series line): line to mark sl level long
slLabelLong (series label): label to mark sl level long
tpLineShort (series line): line to mark tp level short
tpLabelShort (series label): label to mark tp level short
slLineShort (series line): line to mark sl level short
slLabelShort (series label): label to mark sl level short
sweeps
UDT for data storage and drawings associated with liquidity sweeps
Fields:
upSweeps (matrix<float>): matrix containing liquidity sweep price points and time points for up sweeps
dnSweeps (matrix<float>): matrix containing liquidity sweep price points and time points for down sweeps
upSweepDrawings (array<box>): optional up sweep box array. Pair the size of this array with the rows or columns,
dnSweepDrawings (array<box>): optional up sweep box array. Pair the size of this array with the rows or columns,
raidExitDrawings
UDT for drawings associated with the Liquidity Raid Strategy
Fields:
tpLine (series line): tp line for the liquidity raid entry
tpLabel (series label): tp label for the liquidity raid entry
slLine (series line): sl line for the liquidity raid entry
slLabel (series label): sl label for the liquidity raid entry
m2022
UDT for data storage and drawings associated with the Model 2022 Strategy
Fields:
mTime (series int): time of the FVG where entry limit order is placed
mIndex (series int): array index of FVG where entry limit order is placed. This requires an array of FVG data, which is defined above.
mEntryDistance (series float): the distance of the FVG to the 50% range. M2022 looks for the fvg closest to 50% mark of range.
mEntry (series float): the entry price for the most eligible fvg
fvgHigh (series float): the high point of the eligible fvg
fvgLow (series float): the low point of the eligible fvg
longFVGentryBox (series box): long FVG box, used to draw the eligible FVG
shortFVGentryBox (series box): short FVG box, used to draw the eligible FVG
line50P (series line): line used to mark 50% of the range
line100P (series line): line used to mark 100% (top) of the range
line0P (series line): line used to mark 0% (bottom) of the range
label50P (series label): label used to mark 50% of the range
label100P (series label): label used to mark 100% (top) of the range
label0P (series label): label used to mark 0% (bottom) of the range
sweepData (array<float>)
silverBullet
UDT for data storage and drawings associated with the Silver Bullet Strategy
Fields:
session (series bool)
sessionStr (series string): name of the session for silver bullet
sessionBias (series string)
sessionHigh (series float): = high high of session // use math.max(silverBullet.sessionHigh, high)
sessionLow (series float): = low low of session // use math.min(silverBullet.sessionLow, low)
sessionFVG (series float): if applicable, the FVG created during the session
sessionFVGdraw (series box): if applicable, draw the FVG created during the session
traded (series bool)
tp (series float): tp of trade entered at the session FVG
sl (series float): sl of trade entered at the session FVG
sessionDraw (series box): optional draw session with box
sessionDrawLabel (series label): optional label session with label
silverBulletDrawings
UDT for trade exit drawings associated with the Silver Bullet Strategy
Fields:
tpLine (series line): tp line drawing for strategy
tpLabel (series label): tp label drawing for strategy
slLine (series line): sl line drawing for strategy
slLabel (series label): sl label drawing for strategy
unicornModel
UDT for data storage and drawings associated with the Unicorn Model Strategy
Fields:
hPoint (chart.point)
hPoint2 (chart.point)
hPoint3 (chart.point)
breakerBlock (series box): used to draw the breaker block required for the Unicorn Model
FVG (series box): used to draw the FVG required for the Unicorn model
topBlock (series float): price of top of breaker block, can be used to detail trade entry
botBlock (series float): price of bottom of breaker block, can be used to detail trade entry
startBlock (series int): start time of the breaker block, used to set the "left = " param for the box
includes (array<int>): used to store the time of the breaker block, or FVG, or the chart point sequence that setup the Unicorn Model.
entry (series float): // eligible entry price, for longs"math.max(topBlock, FVG.get_top())",
tpLine (series line): optional line to mark PT
tpLabel (series label): optional label to mark PT
slLine (series line): optional line to mark SL
slLabel (series label): optional label to mark SL
rejectionBlocks
UDT for data storage and drawings associated with rejection blocks
Fields:
rejectionPoint (chart.point)
bodyPrice (series float): candle body price closest to the rejection point, for "Up" rejections => math.max(open, close),
rejectionBox (series box): optional box drawing of the rejection block
rejectionLabel (series label): optional label for the rejection block
equalLevelsDraw
UDT for data storage and drawings associated with equal highs / equal lows
Fields:
connector (series line): single line placed at the first high or low, y = avgerage of distinguished equal highs/lows
connectorLab (series label): optional label to be placed at the highs or lows
levels (array<float>): array containing the equal highs or lows prices
times (array<int>): array containing the equal highs or lows individual times
startTime (series int): the time of the first high or low that forms a sequence of equal highs or lows
radiate (array<label>): options label to "radiate" the label in connector lab. Can be used for anything
necessaryData
UDT for data storage of historical price points.
Fields:
highArr (array<float>): array containing historical high points
lowArr (array<float>): array containing historical low points
timeArr (array<int>): array containing historical time points
logArr (array<float>): array containing historical log returns
signArr (array<float>): array containing historical price directions
closeArr (array<float>): array containing historical close points
binaryTimeArr (array<int>): array containing historical time points, uses "push" instead of "unshift" to allow for binary search
binaryCloseArr (array<float>): array containing historical close points, uses "push" instead of "unshift" to allow the correct
binaryOpenArr (array<float>): array containing historical optn points, uses "push" instead of "unshift" to allow the correct
atrTFarr (array<float>): array containing historical user-selected TF atr points
openArr (array<float>): array containing historical open points
Biblioteca Pine
Siguiendo fielmente el espíritu TradingView, el autor ha publicado este código Pine como una biblioteca de código abierto, permitiendo que otros programadores de Pine en nuestra comunidad lo utilicen de nuevo. ¡Olé por el autor! Puede utilizar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero tenga en cuenta que la reutilización de este código en una publicación se rige por las Normas internas.
Exención de responsabilidad
La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.