Samples: sessions, patterns and volume

// A box over every finished session, from its high to its low. The members of a declared session tell where the bar stands in it:
// .start is true on its first bar, .end on its last, .active while the bar is inside, .index counts the sessions, and .high and .low are the extremes so far.
indicator "Session range boxes"
    edition = 1
    display = price
    max_boxes = 100

session asia = 00:00 .. 08:00 @ "Asia/Tokyo"
state first_bar = 0
if asia.start
    first_bar = bar.index
if asia.end
    box.new(
        first_bar,
        asia.high,
        bar.index,
        asia.low,
        border_color = color.purple,
        background = color.fade(color.purple, 90),
    )
plot(
    if asia.active then asia.high - asia.low else na,
    name = "Range so far",
    style = histogram,
    color = color.purple,
)
plot(asia.index, name = "Session number", display = none)

// The opening range: the high and low of the first hour of the London session, and a mark where the price closes outside it later that day.
// The crossing tests keep a state, so they are worked out on every bar first and only then combined with "not in the range hour".
indicator "Opening range"
    edition = 1
    display = price

session opening = 08:00 .. 09:00 @ "Europe/London"
state top: float = na
state bottom: float = na
if opening.start
    top = high
    bottom = low
else if opening.active
    top = math.max(top, high)
    bottom = math.min(bottom, low)
let crossed_up = tech.crosses_above(close, top)
let crossed_down = tech.crosses_below(close, bottom)
let after = not opening.active
plot(if after then top else na, name = "Range high", color = color.green, style = step_break)
plot(if after then bottom else na, name = "Range low", color = color.red, style = step_break)
mark.shape(
    crossed_up and after,
    name = "Break up",
    shape = triangle_up,
    place = below,
    color = color.green,
)
mark.shape(
    crossed_down and after,
    name = "Break down",
    shape = triangle_down,
    place = above,
    color = color.red,
)

// A candlestick pattern from its definition: an inside bar has a high below and a low above the bar before it.
// A close above the mother bar's high after an inside bar is marked as a break.
indicator "Inside bars"
    edition = 1
    display = price

let inside = high < high[1] and low > low[1]
let broke_up = inside[1] and close > high[2]
let broke_down = inside[1] and close < low[2]
mark.char(inside, name = "Inside bar", char = "i", place = above, color = color.gray)
mark.shape(broke_up, name = "Break up", shape = triangle_up, place = below, color = color.green)
mark.shape(broke_down, name = "Break down", shape = triangle_down, place = above, color = color.red)

// Swing structure: a swing high is a bar whose high is the highest of `left` bars before it and `right` bars after it.
// The pivot is only known `right` bars later, so the label is placed back on the bar where the swing happened.
indicator "Swing pivots"
    edition = 1
    display = price
    max_labels = 200

input left: int = 5, name = "Bars on the left", min = 1
input right: int = 5, name = "Bars on the right", min = 1
let swing_high = tech.pivot_high(high, left, right)
let swing_low = tech.pivot_low(low, left, right)
if not is_na(swing_high)
    label.new(
        bar.index - right,
        swing_high,
        f"{swing_high:price}",
        style = label_down,
        color = color.red,
    )
if not is_na(swing_low)
    label.new(
        bar.index - right,
        swing_low,
        f"{swing_low:price}",
        style = label_up,
        color = color.green,
    )
plot(close, name = "Close", color = color.gray)

// On-Balance Volume: add the volume on an up close, subtract it on a down close, and smooth the running total.
indicator "On-balance volume"
    edition = 1
    display = pane

input length: int = 20, name = "Signal length", min = 1
let direction = math.sign(close - close[1])
let obv = tech.cum_sum(direction * volume)
plot(obv, name = "OBV", color = color.blue)
plot(tech.ema(obv, length), name = "Signal", color = color.orange)

// Volume spikes: a bar whose volume is far above its recent average is marked and its column is coloured.
indicator "Volume spikes"
    edition = 1
    display = pane

input length: int = 20, name = "Average length", min = 2
input factor: float = 2.0, name = "Spike factor", min = 1.0, step = 0.1
let average = tech.sma(volume, length)
let spike = volume > average * factor
plot(volume, name = "Volume", style = columns, color = if spike then color.orange else color.gray)
plot(average, name = "Average", color = color.blue)
mark.shape(spike, name = "Spike", shape = circle, place = top, color = color.orange)

// A small table in the corner of the chart, written on the last bar only.
indicator "Status table"
    edition = 1
    display = price

input length: int = 14, name = "Length", min = 2
let strength = tech.rsi(close, length)
let volatility = tech.atr(length)
if bar.is_last
    let t = table.new(
        top_right,
        2,
        3,
        background = color.fade(color.black, 70),
        border_color = color.gray,
        border_width = 1,
    )
    table.cell(t, 0, 0, "Close", text_color = color.silver, h_align = left)
    table.cell(t, 1, 0, f"{close:price}", text_color = color.white)
    table.cell(t, 0, 1, "RSI", text_color = color.silver, h_align = left)
    table.cell(t, 1, 1, f"{strength:.1f?'n/a'}", text_color = color.white)
    table.cell(t, 0, 2, "ATR", text_color = color.silver, h_align = left)
    table.cell(t, 1, 2, f"{volatility:price?'n/a'}", text_color = color.white)
plot(close, name = "Close", color = color.gray)