Tick-Based_OrderVolumeTally_template.pine

//@version=4
// LICENSE: AGPLv3 (https://www.gnu.org/licenses/agpl-3.0.en.html)
// Copyright (C) 2021  Lysergik Productions (https://github.com/LysergikProductions)
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU Affero General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.

// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU Affero General Public License for more details.

// You should have received a copy of the GNU Affero General Public License
// along with this program.  If not, see <https://www.gnu.org/licenses/>.

// set overlay == `false` if you want to plot data in its own pane
study(title="Real-Time Volume Analyzer Template", shorttitle="Real-Time Volume Analyzer", format=format.volume, precision=2, scale=scale.right, overlay=true)

i_posColor = input(color.rgb(38, 166, 154), title="Positive Color")
i_negColor = input(color.rgb(240, 83, 80), title="Negative Color")

var bool showPercent = input(true, title='Show Percentages')

var buCol = color.black
var beCol = color.black

varip int ticks = 0
varip lastPrice = close
varip lastVol = volume
varip float volChange = 0.0

varip bool isLate = false // This will be true when the script recognizes it has not seen data for the current candle's first tick
varip string lastDir = 'null' // This is used to store the previous tick's affect on the current candle; up or down

varip float diff = 0.0 // This will equal `bullOrder - bearOrder`
varip float bullOrder = 0.0
varip float bearOrder = 0.0
varip float bullPercent = 0.0
varip float bearPercent = 0.0

if barstate.isnew and volume != 0
    isLate := true
    buCol := color.black
    beCol := color.black

if barstate.isrealtime and lastPrice != close and lastVol != volume
    ticks += 1
    if not isLate
        volChange := abs(volume-lastVol)
    
    if close < lastPrice
        lastDir := 'down'
        bearOrder += volChange
        bearPercent := bearOrder / volume * 100
        buCol := color.black
        beCol := i_negColor
        
    else if close > lastPrice
        lastDir := 'up'
        bullOrder += volChange
        bullPercent := bullOrder / volume * 100
        buCol := i_posColor
        beCol := color.black
    
    lastPrice := close
    lastVol := volume
    isLate := false

// there was a tick but price did not change, so add half of volChange to each tally, unless last direction was known, then add it to that tally
else if barstate.isrealtime and lastPrice == close and lastVol != volume
    ticks += 1
    if not isLate
        volChange := abs(volume-lastVol)
        if lastDir == 'up'
            bullOrder += volChange
            buCol := i_posColor
            beCol := color.black
        else if lastDir == 'down'
            bearOrder += volChange
            buCol := color.black
            beCol := i_negColor
        else if lastDir != 'up' and lastDir != 'down'
            bullOrder += volChange/2
            bearOrder += volChange/2
            buCol := color.black
            beCol := color.black

    lastPrice := close
    lastVol := volume
    isLate := false

// reset values when a new candle is detected
if barstate.isnew
    ticks := 0
    lastVol := 0
    bullOrder := 0
    bearOrder := 0
    bullPercent := 0
    bearPercent := 0

diff := bullOrder-bearOrder
var table perfTable = table.new(position.bottom_right, 1, 4, border_width = 3)

text_size = input("AUTO", "Text Size:", options=["AUTO", "TINY","SMALL", "NORMAL", "LARGE", "HUGE"])
table_size = input(6, "Table Width:")

text = size.auto
if text_size == "TINY"
    text := size.tiny
else if text_size == "SMALL"
    text := size.small
else if text_size == "NORMAL"
    text := size.normal
else if text_size == "LARGE"
    text := size.large
else if text_size == "HUGE"
    text := size.huge

x = "k"
vol1 = volume
bu1 = bullOrder
be1 = bearOrder

if lastVol < 1000
    x := ""
if lastVol >= 1000
    vol1 := volume / 1000
    bu1 := bullOrder / 1000
    be1 := bearOrder / 1000
if lastVol >= 1000000
    x := "M"
    vol1 := volume / 1000000
    bu1 := bullOrder / 1000000
    be1 := bearOrder / 10000000
if lastVol >= 1000000000
    x := "B"
    vol1 := volume / 1000000000
    bu1 := bullOrder / 1000000000
    be1 := bearOrder / 1000000000

a = array.new_float(0)
for i = 1 to 20
	array.push(a, vol1[i])

m1c = security(syminfo.tickerid, '1', close)
m1o = security(syminfo.tickerid, '1', open)

f_fillCell(_table, _column, _row, _value, _timeframe) =>
    _c_color = m1c > m1o ? i_posColor : i_negColor
    _transp = 85
    _cellText = tostring(_value, "#.##") + x
    
    if showPercent == true
        _cellText := tostring(_value, "#.##") + x + ' (' + tostring(_value/vol1*100, "0.0") + '%)'
    
    table.cell(_table, _column, _row, _cellText, text_color = color.white, width = table_size)
    
    table.cell_set_text_size(perfTable, 0, 0, text)
    table.cell_set_text_size(perfTable, 0, 1, text)    
    table.cell_set_text_size(perfTable, 0, 2, text)
    
    table.cell_set_bgcolor(perfTable, 0, 0, close > open ? color.new(i_posColor, _transp) : color.new(i_negColor, _transp))
    table.cell_set_bgcolor(perfTable, 0, 1, color.new(buCol, _transp))    
    table.cell_set_bgcolor(perfTable, 0, 2, color.new(beCol, _transp))

if barstate.islast
    f_fillCell(perfTable, 0, 0, vol1 , "vol1")
    f_fillCell(perfTable, 0, 1, bu1, "bu1")
    f_fillCell(perfTable, 0, 2, be1, "be1")