# indie:lang_version = 5 # Liquidity Sweeps [LuxAlgo] — Indie port # Original Pine Script v5 by LuxAlgo (CC BY-NC-SA 4.0) # Migration notes: # Logic ported 1:1: swing pivots, wick sweeps, outbreaks and retests, sweep boxes that extend until broken or max bars # Pine UDT arrays (piv/boxBr) -> flat lists in rollbackable Vars (the engine recalculates the live bar several times); # box.set_right() -> erase and redraw the box each bar while it is active # Short dotted marks (lnDot) end a few bars ahead of the current bar (time arithmetic); Pine draws them to bar_index + 3 # Drawing budget: only the newest MAX_EVENTS sweeps (4 drawings each) are kept, older ones are erased # (Pine keeps the newest 500 lines/boxes); colours: bull #089981, bear #f23645 (fixed; Indie has no colour inputs) from math import isnan, nan from indie import indicator, param, MainContext, color, Color, Optional from indie.algorithms import PivotHighLow from indie.drawings import LineSegment, Rectangle, AbsolutePosition, line_segment_style BULL = color.rgba(8, 153, 129, 1.0) BEAR = color.rgba(242, 54, 69, 1.0) BULL_LINE = color.rgba(8, 153, 129, 0.5) BEAR_LINE = color.rgba(242, 54, 69, 0.5) BULL_BOX = color.rgba(8, 153, 129, 0.255) BEAR_BOX = color.rgba(242, 54, 69, 0.255) NO_COLOR = color.TRANSPARENT MAX_EVENTS = 55 PS = 8 # pivot record: prc, bar index, time, is_high, broken, mitigated, taken, wick ES = 6 # event record: left bar, left time, top, bottom, direction, active @indicator('Liquidity Sweeps [LuxAlgo]', overlay_main_pane=True) @param.int('swings', default=5, min=1, title='Swings') @param.str('opt', default='Only Wicks', options=['Only Wicks', 'Only Outbreaks & Retest', 'Wicks + Outbreaks & Retest'], title='Options') @param.bool('extend', default=True, title='Extend') @param.int('max_b', default=300, min=1, max=5000, title='Max bars') class Main(MainContext): def __init__(self): empty_f: list[float] = [] empty_rects: list[Optional[Rectangle]] = [] empty_lines: list[Optional[LineSegment]] = [] self._piv = self.new_var(empty_f) self._ev = self.new_var(empty_f) self._h_rect = self.new_var(empty_rects) self._h_line = self.new_var(empty_lines) def _add_event(self, d: int, prc: float, t_piv: float, t_ahead: float, ev: list[float], rects: list[Optional[Rectangle]], lines: list[Optional[LineSegment]], dashed: bool, wick_y: float) -> bool: # Pine: box(n-1 .. n+1, y1..y2) + vertical line at n + line from the pivot + short dotted mark. # d == 1: bear (high -> prc), d == -1: bull (prc -> low) t0 = self.time[0] t1 = self.time[1] top: float = self.high[0] if d == 1 else prc bot: float = prc if d == 1 else self.low[0] c_box: Color = BEAR_BOX if d == 1 else BULL_BOX c_main: Color = BEAR if d == 1 else BULL c_line: Color = BEAR_LINE if d == 1 else BULL_LINE rect: Rectangle = Rectangle(AbsolutePosition(t1, top), AbsolutePosition(t0, bot), line_color=NO_COLOR, line_width=1, bg_color=c_box) self.chart.draw(rect) vline: LineSegment = LineSegment(AbsolutePosition(t0, top), AbsolutePosition(t0, bot), color=c_main, line_width=3) self.chart.draw(vline) lines.append(vline) if dashed: pline: LineSegment = LineSegment(AbsolutePosition(t_piv, prc), AbsolutePosition(t0, prc), color=c_line, line_style=line_segment_style.DASHED) self.chart.draw(pline) lines.append(pline) else: pline2: LineSegment = LineSegment(AbsolutePosition(t_piv, prc), AbsolutePosition(t0, prc), color=c_line, line_style=line_segment_style.DOTTED) self.chart.draw(pline2) lines.append(pline2) dot: LineSegment = LineSegment(AbsolutePosition(t0, wick_y), AbsolutePosition(t_ahead, wick_y), color=c_main, line_style=line_segment_style.DOTTED) self.chart.draw(dot) lines.append(dot) rects.append(rect) ev.append(float(self.bar_index - 1)) ev.append(t1) ev.append(top) ev.append(bot) ev.append(float(d)) ev.append(1.0) return True def calc(self, swings, opt, extend, max_b): n: int = self.bar_index only_wicks: bool = opt == 'Only Wicks' only_out: bool = opt == 'Only Outbreaks & Retest' cl: float = self.close[0] hi: float = self.high[0] lo: float = self.low[0] t0 = self.time[0] t_ahead = t0 + (t0 - self.time[1]) * 3 ph, _ = PivotHighLow.new(self.high, swings, swings) _, pl = PivotHighLow.new(self.low, swings, swings) # copy the committed state of the previous bar (every recalculation of this bar starts from it) piv: list[float] = [] src_p = self._piv.get() k = 0 while k < len(src_p): piv.append(src_p[k]) k += 1 ev: list[float] = [] src_e = self._ev.get() k = 0 while k < len(src_e): ev.append(src_e[k]) k += 1 rects: list[Optional[Rectangle]] = [] src_r = self._h_rect.get() k = 0 while k < len(src_r): rects.append(src_r[k]) k += 1 lines: list[Optional[LineSegment]] = [] src_l = self._h_line.get() k = 0 while k < len(src_l): lines.append(src_l[k]) k += 1 t_pivot = self.time[swings] if not isnan(ph[0]): piv.append(ph[0]) piv.append(float(n - swings)) piv.append(t_pivot) piv.append(1.0) piv.append(0.0) piv.append(0.0) piv.append(0.0) piv.append(0.0) if not isnan(pl[0]): piv.append(pl[0]) piv.append(float(n - swings)) piv.append(t_pivot) piv.append(0.0) piv.append(0.0) piv.append(0.0) piv.append(0.0) piv.append(0.0) old_events: int = len(ev) // ES # --- pivots: outbreak / wick sweep / retest keep: list[float] = [] i = 0 while i < len(piv) // PS: b = i * PS prc = piv[b] pb = int(piv[b + 1]) t_piv = piv[b + 2] is_h: bool = piv[b + 3] == 1.0 brk: bool = piv[b + 4] == 1.0 mit: bool = piv[b + 5] == 1.0 tak: bool = piv[b + 6] == 1.0 wic: bool = piv[b + 7] == 1.0 if not mit: if not brk: out_cond: bool = (cl > prc) if is_h else (cl < prc) if out_cond: if not only_wicks: brk = True else: mit = True if (not only_out) and (not wic): wick_cond: bool = (hi > prc and cl < prc) if is_h else (lo < prc and cl > prc) if wick_cond: if is_h: self._add_event(1, prc, t_piv, t_ahead, ev, rects, lines, False, lo) else: self._add_event(-1, prc, t_piv, t_ahead, ev, rects, lines, False, hi) wic = True else: back_cond: bool = (cl < prc) if is_h else (cl > prc) if back_cond: mit = True retest_cond: bool = (lo < prc and cl > prc) if is_h else (hi > prc and cl < prc) if (not only_wicks) and retest_cond: if is_h: self._add_event(-1, prc, t_piv, t_ahead, ev, rects, lines, True, hi) else: self._add_event(1, prc, t_piv, t_ahead, ev, rects, lines, True, lo) tak = True if not (n - pb > 2000 or mit or tak): keep.append(prc) keep.append(float(pb)) keep.append(t_piv) keep.append(1.0 if is_h else 0.0) keep.append(1.0 if brk else 0.0) keep.append(1.0 if mit else 0.0) keep.append(1.0 if tak else 0.0) keep.append(1.0 if wic else 0.0) i += 1 # --- extend boxes created on previous bars while they are active (the new ones are skipped) if extend: j = 0 while j < old_events: e = j * ES if ev[e + 5] == 1.0: if n - int(ev[e]) - 1 <= max_b: old_rect = rects[j] if old_rect is not None: self.chart.erase(old_rect.value()) top = ev[e + 2] bot = ev[e + 3] new_rect: Rectangle = Rectangle( AbsolutePosition(ev[e + 1], top), AbsolutePosition(t0, bot), line_color=NO_COLOR, line_width=1, bg_color=BEAR_BOX if ev[e + 4] == 1.0 else BULL_BOX) self.chart.draw(new_rect) rects[j] = new_rect if ev[e + 4] == -1.0 and cl < bot: ev[e + 5] = 0.0 if ev[e + 4] == 1.0 and cl > top: ev[e + 5] = 0.0 else: ev[e + 5] = 0.0 j += 1 # --- drawing budget: erase the oldest events (box + 3 lines each) while len(ev) // ES > MAX_EVENTS: r0 = rects[0] if r0 is not None: self.chart.erase(r0.value()) q = 0 while q < 3: l0 = lines[q] if l0 is not None: self.chart.erase(l0.value()) q += 1 rects.pop(0) lines.pop(0) lines.pop(0) lines.pop(0) q = 0 while q < ES: ev.pop(0) q += 1 self._piv.set(keep) self._ev.set(ev) self._h_rect.set(rects) self._h_line.set(lines)