profile.pine

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Ildar Akhmetgaleev (AkhIL)
// See https://github.com/akhilman/vol-poorofile
// vim: shiftwidth=2 tabstop=2

{# Template settings -#}
{% set n_rows = (n_rows or 40) | int -%}
{% set block_size = (block_size or 200) | int -%}
{% set profile_color = profile_color or 'gray' -%}
{% set peak_size = peak_size or 5 | int -%}
{% set peak_color = peak_color or 'orange' -%}
{% set visual_row_width = (visual_row_width or 100) | int -%}
{% set max_bars_back = (max_bars_back or 500) | int -%}

//@version=4
study("Poor man's volume profile", "PMVolProf", overlay=true, max_bars_back={{max_bars_back}})

block_size = input({{block_size}}, "Bars in profile block", minval=10, maxval={{max_bars_back}})
visual_row_width = input({{visual_row_width}}, "Visual row width", minval=10)
show_peaks = input(true, "Show peaks")
use_custom_volume_source = input(false, "Use custom volume source")
volume_source_symbol = input("", "Custom volume source symbol", input.symbol)

BOUNDS_COLOR = color.{{profile_color}}
PROFILE_COLOR = color.new(color.{{profile_color}}, 50)
PEAK_COLOR = color.new(color.{{peak_color}}, 50)

custom_volume = use_custom_volume_source ? security(volume_source_symbol, timeframe.period, volume, lookahead=barmerge.lookahead_on) : volume

////
// Calculate profile
///

block_high = highest(high, block_size)
block_low = lowest(low, block_size)
float highest_row_value = 0

{% for n in range(n_rows) -%}
float row{{n}}_price = na
int row{{n}}_width = 0
float row{{n}}_value = 0.0
row{{n}}_is_peak = false
{% endfor %}

if barstate.islast

	block_height = block_high - block_low
	row_height =  block_height / {{n_rows}}

	{% for n in range(n_rows) -%}
	row{{n}}_low = block_low + row_height * {{n}}
	row{{n}}_high = block_low + row_height * {{n+1}}
	{% endfor %}

	for i = 0 to block_size + 1
		n_rows_affected = 0
		{% for n in range(n_rows) -%}
		bar_row{{n}}_value = 0.0
		if low[i] < row{{n}}_high and high[i] > row{{n}}_low
			bar_row{{n}}_value := nz(custom_volume[i])
			n_rows_affected := n_rows_affected + 1
		{% endfor %}
		{% for n in range(n_rows) -%}
		row{{n}}_value := row{{n}}_value + (n_rows_affected != 0 ? bar_row{{n}}_value / n_rows_affected : 0)
		{% endfor %}

	{% for n in range(n_rows) -%}
	highest_row_value := max(highest_row_value, row{{n}}_value)
	{% endfor %}

	{% for n in range(n_rows) -%}
	row{{n}}_price := (row{{n}}_low + row{{n}}_high ) / 2
	row{{n}}_width := floor(visual_row_width * row{{n}}_value / highest_row_value)
	{% endfor %}

	{% for n in range(n_rows) -%}
	if {% for m in range([n-peak_size, 0]|max, [n+peak_size+1, n_rows]|min) | reject("eq", n) -%}
		{%- if not loop.first %} and {% endif -%}
		row{{n}}_value >= row{{m}}_value
		{%- endfor %}
		row{{n}}_is_peak := true
	{% endfor %}

////
// Draw profile
///

var int first_bar_time = time
if barstate.isfirst
	first_bar_time := time

var line block_high_line = line.new(bar_index, high, bar_index, high, color=BOUNDS_COLOR)
var line block_low_line = line.new(bar_index, low, bar_index, low, color=BOUNDS_COLOR)
{% for n in range(n_rows) -%}
var label row{{n}}_label = label.new(time_close, close, "", xloc=xloc.bar_time, yloc=yloc.price, color=PROFILE_COLOR, style=label.style_label_left, size=size.auto)
{% endfor %}

if barstate.islast
	line.set_xloc(block_high_line, max(time[block_size], first_bar_time), time_close, xloc.bar_time)
	line.set_y1(block_high_line, block_high)
	line.set_y2(block_high_line, block_high)

	line.set_xloc(block_low_line, max(time[block_size], first_bar_time), time_close, xloc.bar_time)
	line.set_y1(block_low_line, block_low)
	line.set_y2(block_low_line, block_low)

	{% for n in range(n_rows) -%}
	row{{n}}_text = ""
	for i = 0 to row{{n}}_width + 1
		row{{n}}_text := row{{n}}_text + "#"
	row{{n}}_color = show_peaks and row{{n}}_is_peak ? PEAK_COLOR : PROFILE_COLOR
	label.set_x(row{{n}}_label, time_close)
	label.set_y(row{{n}}_label, row{{n}}_price)
	label.set_color(row{{n}}_label, row{{n}}_color)
	label.set_textcolor(row{{n}}_label, row{{n}}_color)
	label.set_text(row{{n}}_label, row{{n}}_text)
	{% endfor %}