CPR+Breakout Box_AMCK

// This source code is subject to the terms of the Mozilla Public License 2.
0 at
https://mozilla.org/MPL/2.0/
// © ajithcpas
//@version=5
indicator("Central Pivot Range", "CPR", overlay=true, max_lines_count=500,
max_labels_count=500)
AUTO = "Auto"
DAILY = "Daily"
WEEKLY = "Weekly"
MONTHLY = "Monthly"
QUARTERLY = "Quarterly"
HALF_YEARLY = "Half-yearly"
YEARLY = "Yearly"
TRADITIONAL = "Traditional"
FIBONACCI = "Fibonacci"
CLASSIC = "Classic"
CAMARILLA = "Camarilla"
// Input fields
kind = input.string(title="Type", defval="Traditional", options=[TRADITIONAL,
FIBONACCI, CLASSIC, CAMARILLA])
cpr_time_frame = input.string(title="CPR Timeframe", defval=AUTO, options=[AUTO,
DAILY, WEEKLY, MONTHLY, QUARTERLY, HALF_YEARLY, YEARLY])
look_back = input.int(title="Number of CPR Back", defval=2, minval=1, maxval=5000)
is_daily_based = input.bool(title="Use Daily-based Values", defval=true,
tooltip="When this option is unchecked, CPR will use intraday data while
calculating on intraday charts. If Extended Hours are displayed on the chart, they
will be taken into account during the CPR level calculation. If intraday OHLC
values are different from daily-based values (normal for stocks), the CPR levels
will also differ.")
show_labels = input.bool(title="Show Labels", defval=true, group="labels")

show_prices = input.bool(title="Show Prices", defval=true, group="labels")
position_labels = input.string("Right", "Labels Position", options=["Left",
"Right"], group="labels")
line_width = input.int(title="Line Width", defval=1, minval=1, maxval=100,
group="labels")
var arr_time = array.new_int()

var p = array.new_float()
var tp = array.new_float()
var bp = array.new_float()
cpr_show = input.bool(true, "", inline="CPR", group="CPR levels")
cpr_color = input.color(color.purple, "CPR", inline="CPR", group="CPR levels")
var SR_COLOR = #FB8C00

sr_show = input.bool(false, "Show SR Levels", inline="Show SR Levels", group="CPR
levels")
var r0_5 = array.new_float()
var s0_5 = array.new_float()
s0_5_show = input.bool(true, "", inline="S0.5/R0.5", group="CPR levels")
s0_5_color = input.color(SR_COLOR, "S0.5", inline="S0.5/R0.5" , group="CPR levels")
r0_5_show = input.bool(true, "", inline="S0.5/R0.5", group="CPR levels")
r0_5_color = input.color(SR_COLOR, "R0.5", inline="S0.5/R0.5", group="CPR levels")
var r1 = array.new_float()
var s1 = array.new_float()
s1_show = input.bool(true, "", inline="S1/R1", group="CPR levels")
s1_color = input.color(SR_COLOR, "S1", inline="S1/R1" , group="CPR levels")
r1_show = input.bool(true, "", inline="S1/R1", group="CPR levels")
r1_color = input.color(SR_COLOR, "R1", inline="S1/R1", group="CPR levels")
s2_color = input.color(SR_COLOR, "S2", inline="S2/R2", group="CPR levels")
dev_cpr_show = input.bool(true, "", inline="Dev CPR", group="Developing CPR

levels")
dev_cpr_color = input.color(color.teal, "Dev CPR", inline="Dev CPR",
group="Developing CPR levels")
var dev_r1 = array.new_float()
var dev_s1 = array.new_float()
dev_s1_show = input.bool(true, "", inline="S1/R1", group="Developing CPR levels")
dev_s1_color = input.color(SR_COLOR, "S1", inline="S1/R1" , group="Developing CPR
levels")
dev_r1_show = input.bool(true, "", inline="S1/R1", group="Developing CPR levels")
dev_r1_color = input.color(SR_COLOR, "R1", inline="S1/R1", group="Developing CPR
levels")
extend_dev_cpr_line = input.bool(false, "", inline="extend", group="Developing CPR
levels")
dev_cpr_line_days = input.int(title="Extend line by days", defval=1, minval=1,
maxval=10, inline="extend", group="Developing CPR levels", tooltip="Enable this
when the Dev CPR lines are not visible(i.e. there is a trading holiday in upcoming
session).")
check_holidays = input.bool(true, "Check NSE/BSE holidays", group="Developing CPR
levels", tooltip="Enable this when the Dev CPR lines are not visible(i.e. there is
a trading holiday in upcoming session).")
pivotX_open = float(na)
pivotX_open := nz(pivotX_open[1], open)
pivotX_high = float(na)
pivotX_high := nz(pivotX_high[1], high)
pivotX_low = float(na)
pivotX_low := nz(pivotX_low[1], low)
pivotX_prev_open = float(na)
pivotX_prev_open := nz(pivotX_prev_open[1])
pivotX_prev_high = float(na)
pivotX_prev_high := nz(pivotX_prev_high[1])
pivotX_prev_low = float(na)
pivotX_prev_low := nz(pivotX_prev_low[1])
pivotX_prev_close = float(na)
pivotX_prev_close := nz(pivotX_prev_close[1])
get_pivot_resolution() =>
resolution = "M"
if cpr_time_frame == AUTO
if timeframe.isintraday
resolution := timeframe.multiplier <= 15 ? "D" : "W"
else if timeframe.isdaily
resolution := "M"
else if timeframe.isweekly
resolution := "6M"
else
resolution := "12M"
else if cpr_time_frame == DAILY
resolution := "D"
else if cpr_time_frame == WEEKLY
resolution := "W"
else if cpr_time_frame == MONTHLY
resolution := "M"
else if cpr_time_frame == QUARTERLY
resolution := "3M"
else if cpr_time_frame == HALF_YEARLY
resolution := "6M"
else if cpr_time_frame == YEARLY
resolution := "12M"
resolution
var lines = array.new_line()

var labels = array.new_label()
draw_line(i, pivot, col, line_style=line.style_solid) =>
line aLine = na
if array.size(arr_time) > 1
aLine := line.new(array.get(arr_time, i), array.get(pivot, i),
array.get(arr_time, i + 1), array.get(pivot, i), color=col, xloc=xloc.bar_time,
width=line_width, style=line_style)
array.push(lines, aLine)
aLine
draw_label(i, y, txt, txt_color) =>

if show_labels or show_prices
display_text = ""
if show_labels and show_prices and txt != ''
display_text := str.format(" {0} - {1}",
txt, math.round_to_mintick(y))
else if show_labels and txt != ''
display_text := " " + txt
else
display_text := str.format(" {0}",
math.round_to_mintick(y))
x = position_labels == "Left" ? array.get(arr_time, i) :
array.get(arr_time, i + 1)
array.push(labels, label.new(x=x, y=y, text=display_text,
textcolor=txt_color, style=label.style_none, color=#00000000, xloc=xloc.bar_time))
traditional() =>
pivotX_Median = (pivotX_prev_high + pivotX_prev_low + pivotX_prev_close) / 3
_r1 = pivotX_Median * 2 - pivotX_prev_low

_s1 = pivotX_Median * 2 - pivotX_prev_high
_r2 = pivotX_Median + 1 * (pivotX_prev_high - pivotX_prev_low)
_s2 = pivotX_Median - 1 * (pivotX_prev_high - pivotX_prev_low)
_r3 = pivotX_Median * 2 + (pivotX_prev_high - 2 * pivotX_prev_low)
_s3 = pivotX_Median * 2 - (2 * pivotX_prev_high - pivotX_prev_low)
array.push(r0_5, (pivotX_Median + _r1) / 2)
array.push(s0_5, (pivotX_Median + _s1) / 2)
array.push(r1, _r1)
array.push(s1, _s1)
array.push(r1_5, (_r1 + _r2) / 2)
array.push(s1_5, (_s1 + _s2) / 2)
array.push(r2, _r2)
array.push(s2, _s2)
array.push(r2_5, (_r2 + _r3) / 2)
array.push(s2_5, (_s2 + _s3) / 2)
array.push(r3, _r3)
array.push(s3, _s3)
array.push(r3_5, (_r3 + _r4) / 2)
array.push(s3_5, (_s3 + _s4) / 2)
array.push(r4, _r4)
array.push(s4, _s4)
array.push(r4_5, (_r4 + _r5) / 2)
array.push(s4_5, (_s4 + _s5) / 2)
array.push(r5, _r5)
array.push(s5, _s5)
fibonacci() =>
pivot_range = pivotX_prev_high - pivotX_prev_low
array.push(r1, pivotX_Median + 0.382 * pivot_range)

array.push(s1, pivotX_Median - 0.382 * pivot_range)
array.push(r2, pivotX_Median + 0.618 * pivot_range)
array.push(s2, pivotX_Median - 0.618 * pivot_range)
array.push(r3, pivotX_Median + 1 * pivot_range)
array.push(s3, pivotX_Median - 1 * pivot_range)
classic() =>
array.push(r1, pivotX_Median * 2 - pivotX_prev_low)

array.push(s1, pivotX_Median * 2 - pivotX_prev_high)
camarilla() =>
array.push(r1, pivotX_prev_close + pivot_range * 1.1 / 12.0)

array.push(s1, pivotX_prev_close - pivot_range * 1.1 / 12.0)
r5_val = pivotX_prev_high / pivotX_prev_low * pivotX_prev_close
array.push(r5, r5_val)
array.push(s5, 2 * pivotX_prev_close - r5_val)
calc_pivot() =>
pivotX_Bottom = (pivotX_prev_high + pivotX_prev_low) / 2
pivotX_Top = pivotX_Median * 2 - pivotX_Bottom
if pivotX_Bottom > pivotX_Top

temp = pivotX_Bottom
pivotX_Bottom := pivotX_Top
pivotX_Top := temp
array.push(p, pivotX_Median)
array.push(tp, pivotX_Top)
array.push(bp, pivotX_Bottom)
if kind == TRADITIONAL
traditional()
else if kind == FIBONACCI
fibonacci()
else if kind == CLASSIC
classic()
else if kind == CAMARILLA
camarilla()
resolution = get_pivot_resolution()
calc_high(prev, curr) =>

if na(prev) or na(curr)
nz(prev, nz(curr, na))
else
math.max(prev, curr)
calc_low(prev, curr) =>

if not na(prev) and not na(curr)
math.min(prev, curr)
else
nz(prev, nz(curr, na))
[sec_open, sec_high, sec_low, prev_sec_open, prev_sec_high, prev_sec_low,

prev_sec_close, prev_sec_time] = request.security(syminfo.tickerid, resolution,
[open, high, low, open[1], high[1], low[1], close[1], time[1]], lookahead =
barmerge.lookahead_on)
sec_open_gaps_on = request.security(syminfo.tickerid, resolution, open, gaps =
barmerge.gaps_on, lookahead = barmerge.lookahead_on)
var is_change = false

var uses_current_bar = false
var change_time = int(na)
is_time_change = ta.change(time(resolution)) != 0
if is_time_change
change_time := time
var start_time = time
without_time_change = barstate.islast and array.size(arr_time) == 0

is_can_calc_pivot = (not uses_current_bar and is_time_change) or (uses_current_bar
and not na(sec_open_gaps_on)) or without_time_change
enough_bars_for_calculate = prev_sec_time >= start_time or is_daily_based
if is_can_calc_pivot and enough_bars_for_calculate

if array.size(arr_time) == 0 and is_daily_based
pivotX_prev_open := prev_sec_open[1]
pivotX_prev_high := prev_sec_high[1]
pivotX_prev_low := prev_sec_low[1]
pivotX_prev_close := prev_sec_close[1]
pivotX_open := sec_open[1]
pivotX_high := sec_high[1]
pivotX_low := sec_low[1]
array.push(arr_time, start_time)
calc_pivot()
if is_daily_based
pivotX_prev_open := prev_sec_open
pivotX_prev_high := prev_sec_high
pivotX_prev_low := prev_sec_low
pivotX_prev_close := prev_sec_close
pivotX_open := sec_open
pivotX_high := sec_high
pivotX_low := sec_low
else
pivotX_prev_high := pivotX_high
pivotX_prev_low := pivotX_low
pivotX_prev_open := pivotX_open
pivotX_prev_close := close[1]
pivotX_open := open
pivotX_high := high
pivotX_low := low
if barstate.islast and not is_change and array.size(arr_time) > 0 and not

without_time_change
array.set(arr_time, array.size(arr_time) - 1, change_time)
else if without_time_change
array.push(arr_time, start_time)
else
array.push(arr_time, nz(change_time, time))
calc_pivot()
if array.size(arr_time) > look_back

if array.size(arr_time) > 0
array.shift(arr_time)
if array.size(p) > 0 and cpr_show
array.shift(p)
if array.size(tp) > 0 and cpr_show
array.shift(tp)
if array.size(bp) > 0 and cpr_show
array.shift(bp)
if sr_show
if array.size(r0_5) > 0 and r0_5_show
array.shift(r0_5)
if array.size(s0_5) > 0 and s0_5_show
array.shift(s0_5)
if array.size(r1) > 0 and r1_show
array.shift(r1)
if array.size(s1) > 0 and s1_show
array.shift(s1)
array.shift(r1_5)
array.shift(s1_5)
array.shift(r2)
array.shift(s2)
array.shift(r2_5)
array.shift(s2_5)
array.shift(r3)
array.shift(s3)
array.shift(r3_5)
array.shift(s3_5)
array.shift(r4)
array.shift(s4)
array.shift(r4_5)
array.shift(s4_5)
array.shift(r5)
array.shift(s5)
is_change := true
else if not is_daily_based
pivotX_high := math.max(pivotX_high, high)
pivotX_low := math.min(pivotX_low, low)
if barstate.islast and not is_daily_based and array.size(arr_time) == 0

runtime.error("Not enough intraday data to calculate CPR. Lower the CPR
Timeframe or turn on the 'Use Daily-based Values' option in the indicator
settings.")
if barstate.islast and array.size(arr_time) > 0 and is_change

is_change := false
array.push(arr_time, time_close(resolution))
for i = 0 to array.size(lines) - 1
if array.size(lines) > 0
line.delete(array.shift(lines))
if array.size(labels) > 0
label.delete(array.shift(labels))
for i = 0 to array.size(arr_time) - 2
draw_line(i, p, cpr_color)
if array.size(tp) > 0 and array.size(bp) > 0 and cpr_show
tp_line = draw_line(i, tp, cpr_color)
bp_line = draw_line(i, bp, cpr_color)
linefill.new(tp_line, bp_line, color.new(cpr_color, 70))
i = array.size(arr_time) - 2
draw_label(i, array.get(p, i), "CPR", cpr_color)
if array.size(tp) > 0 and cpr_show
draw_label(i, array.get(tp, i), "", cpr_color)
if array.size(bp) > 0 and cpr_show
draw_label(i, array.get(bp, i), "", cpr_color)
if sr_show
draw_line(i, r0_5, r0_5_color, line.style_dashed)
draw_label(i, array.get(r0_5, i), "R0.5", r0_5_color)
draw_line(i, s0_5, s0_5_color, line.style_dashed)
draw_label(i, array.get(s0_5, i), "S0.5", s0_5_color)
draw_line(i, r1, r1_color)
draw_label(i, array.get(r1, i), "R1", r1_color)
draw_line(i, s1, s1_color)
draw_label(i, array.get(s1, i), "S1", s1_color)
isHoliday(_date) =>
is_holiday = (_date == timestamp(2024, 01, 26, 15, 30) or _date ==
timestamp(2024, 03, 08, 15, 30) or _date == timestamp(2024, 03, 25, 15, 30) or
_date == timestamp(2024, 03, 29, 15, 30) or _date == timestamp(2024, 04, 11, 15,
30) or _date == timestamp(2024, 04, 17, 15, 30) or _date == timestamp(2024, 05, 01,
15, 30) or _date == timestamp(2024, 06, 17, 15, 30) or _date == timestamp(2024, 07,
17, 15, 30) or _date == timestamp(2024, 08, 15, 15, 30) or _date == timestamp(2024,
10, 02, 15, 30) or _date == timestamp(2024, 11, 01, 15, 30) or _date ==
timestamp(2024, 11, 15, 15, 30) or _date == timestamp(2024, 12, 25, 15, 30))
is_holiday
getDevEndTime() =>
ONE_DAY = 1000 * 60 * 60 * 24
var dev_end_time = 0
if resolution == "D"
dev_end_time := time_close(resolution) + ONE_DAY
else if resolution == "W"
dev_end_time := time_close(resolution) + (ONE_DAY * 7)
else if resolution == "M"
dev_end_time := time_close(resolution) + (ONE_DAY * 30)
else if resolution == "6M"
dev_end_time := time_close(resolution) + (ONE_DAY * 30 * 6)
else
dev_end_time := time_close(resolution) + (ONE_DAY * 30 * 12)
while dayofweek(dev_end_time) == dayofweek.saturday or dayofweek(dev_end_time)

== dayofweek.sunday or (check_holidays and isHoliday(dev_end_time))
dev_end_time := dev_end_time + ONE_DAY
if extend_dev_cpr_line
dev_end_time := dev_end_time + (ONE_DAY * dev_cpr_line_days)
dev_end_time
drawLineAndLabel(_price, _line_color, _text, _text_color) =>

var dev_start_time = 0
dev_start_time := time_close(resolution)
var dev_end_time = 0
dev_end_time := getDevEndTime()
_aLine = line.new(x1=dev_start_time, y1=_price, x2=dev_end_time, y2=_price,

xloc=xloc.bar_time, color=_line_color, width=line_width)
line.delete(_aLine[1])
if show_labels or show_prices
display_text = ""
if show_labels and show_prices and _text != ''
display_text := str.format(" {0} - {1}",
_text, math.round_to_mintick(_price))
else if show_labels and _text != ''
display_text := " " + _text
else
display_text := str.format(" {0}",
math.round_to_mintick(_price))
_aLabel = label.new(dev_end_time, _price, xloc=xloc.bar_time,

text=display_text, textcolor=_text_color, style=label.style_none)
label.delete(_aLabel[1])
_aLine
[curr_high, curr_low, curr_close] = request.security(syminfo.tickerid, resolution,

[high, low, close], lookahead = barmerge.lookahead_on)
dpp = (curr_high + curr_low + curr_close) / 3.0
if dev_cpr_show
dbc = (curr_high + curr_low) / 2.0
dtc = (dpp * 2) - dbc
dtp_line = drawLineAndLabel(dtc > dbc? dtc : dbc, dev_cpr_color, '',
dev_cpr_color)
drawLineAndLabel(dpp, dev_cpr_color, "Dev CPR", dev_cpr_color)
dbp_line = drawLineAndLabel(dbc < dtc? dbc : dtc, dev_cpr_color, '',
dev_cpr_color)
linefill.new(dtp_line, dbp_line, color.new(dev_cpr_color, 70))
if dev_r1_show
_dev_r1 = dpp * 2 - curr_low
if kind == FIBONACCI
_dev_r1 := dpp + 0.382 * (curr_high - curr_low)
drawLineAndLabel(_dev_r1, dev_r1_color, "Dev R1", dev_r1_color)
if dev_s1_show
_dev_s1 = dpp * 2 - curr_high
if kind == FIBONACCI
_dev_s1 := dpp - 0.382 * (curr_high - curr_low)
drawLineAndLabel(_dev_s1, dev_s1_color, "Dev S1", dev_s1_color)
//-------------------------------------------------------------------
//---------------------------------------------------------------------------------
----------------
// ~~ Tooltips {
t1 = "Defines the specific time range for the trading session. Adjusting this
setting changes the period during which the Timely Opening Range Breakout (TORB)
strategy is applied."
t2 = "Specifies the time zone for the trading session input. Changing this setting
will shift the session window according to the selected time zone, allowing the
strategy to align with the trading hours of different global markets."
t3 = "Enables or disables the highlighting of the high and low range during the
specified session. Turning this on visualizes the session's price range, aiding in
identifying potential breakout levels. "
t4 = "Activates the volume analysis component of the strategy. Enabling this
setting incorporates volume data into the breakout signals, aiming to add
confirmation to the strength of breakouts. Increasing the sensitivity to volume can
highlight significant moves, while decreasing it may result in a broader set of
signals."
t5 = "Sets the lookback period for calculating the average volume, which influences
the volume moving average (PMMV). A longer period smoothens the volume curve,
potentially filtering out noise but also delaying response to volume spikes. A
shorter period makes the volume indicator more responsive to recent changes."
t6 = "Determines the weight given to the volume in the strategy's calculations.
Increasing this value amplifies the impact of volume on the PMMV, making the
strategy more sensitive to volume changes. Decreasing it reduces the influence of
volume."
t7 = "Adjusts the sensitivity of the volume component by setting the bounds for
volume oscillation. \n\nEnable 'Stocks' and lower the 'volume sensitivity' if you
don't get any signals."
t8 = "Enables or disables the generation of breakout signals based on the
strategy's criteria. Activating this feature will allow the indicator to highlight
potential breakout points above or below the defined session range, based on volume
and price movement."
t9 = "The threshold level, calculated as a percentage of the session's high-low
range, serves as a criterion for assessing market activity. If the PMMV exceeds
this threshold, it suggests heightened market activity. Increasing this percentage
raises the activity level required to signal potential breakouts, making the
strategy more selective. Decreasing it lowers the activity threshold, potentially
increasing the frequency of breakout signals but with a risk of including less
significant movements."
t10 = "Turns on or off the visualization of the breakout threshold level on the
chart. Enabling this setting helps to identify the price level at which a breakout
signal would be generated, providing a clear target for observing potential
breakouts"
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Inputs {
session = input.session("0900-1000", "Session", inline="sess", group="Session",
tooltip=t1)
utc = input.string("UTC+1","",inline="sess", group="Session", tooltip=t2)
hilo = input.bool(true,"Session Range",inline="range", group="Session",
tooltip=t3)
sessionVol = input.bool(false,"Session Volume",inline="range", group="Session")
up = input.color(color.new(color.red,0),"",inline="range", group="Session")
dn = input.color(color.new(color.lime,0),"",inline="range", group="Session")
bgcol = input.color(color.new(color.blue,0),"",inline="range", group="Session")
vol = input.bool(true,"Volume",inline="volc", group="PMMV", tooltip=t4)

volc = input.color(color.rgb(64, 204, 209),"",inline="volc", group="PMMV")
style = input.string("Line","",["Line","Area"],inline="volc", group="PMMV")
N = input.int(20, title="Volume Period",minval=1,inline="", group="PMMV",

tooltip=t5)
pow = input.float(5.0,title="Volume Significance",minval=1,inline="",
group="PMMV", tooltip=t6)
sig = input.int(10, minval=1, step=2, maxval=100, title="Volume Sensitivity",
inline="sig", group="PMMV")*100
stocks = input.bool(false,title="Stocks",inline="sig", group="PMMV", tooltip=t7)
br = input.bool(true,"Breakout",inline="br", group="Breakout
Signals", tooltip=t8)
percentage = input.float(30, title="Breakout Thresold %", minval=0,
maxval=100, group="Breakout Signals", inline="percentage", tooltip=t9) / 100
BreakoutThresold = input.bool(false, title="", group="Breakout Signals",
inline="percentage")
bt = input.color(color.blue,"", group="Breakout Signals", inline="percentage")
bu = input.color(color.lime,"",inline="br", group="Breakout Signals")
bd = input.color(color.red,"",inline="br", group="Breakout Signals")
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Variables {
b = bar_index
sess = not na(time(timeframe.period, session, utc))
SignalUp = false
SignalDn = false
var hi = float(na)
var lo = float(na)
var res = 1
var box openingBox = na
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Function {
conditionloop(cond_)=>
conditionMet = true
for i = 1 to 20
if (cond_[i])
conditionMet := false
conditionMet
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Session {
if sess and not sess[1]
hi := high
lo := low
res := 1
openingBox := box.new(left=bar_index, top=hi, right=bar_index + 1, bottom=lo,
bgcolor=color.new(bgcol, 85), border_color=bgcol, border_width=1)
if sess
hi := math.max(hi, high)
lo := math.min(lo, low)
res += 1
box.set_right(openingBox, bar_index + 1)
box.set_top(openingBox, hi)
box.set_bottom(openingBox, lo)
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Calculate PMMV as the average volume over the last N days {

nVol = (math.sum(volume,N)/N)
d = stocks?
math.avg(ta.lowest(nVol*nVol,sig),ta.highest(nVol*nVol,sig)):ta.highest(nVol*nVol,s
ig)
PMMV = lo+nVol*nVol*((lo-(lo-(hi-lo)*.15))*pow)/d
avgMa= ta.sma(PMMV,res)
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ TORB Signal Conditions {

level = (lo+(hi-lo)*percentage)
breakUp = PMMV>avgMa and PMMV>=level and ta.crossover(close,hi)
breakDn = PMMV>avgMa and PMMV>=level and ta.crossunder(close,lo)
SignalUp := breakUp and conditionloop(breakUp)

SignalDn := breakDn and conditionloop(breakDn)
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Plots {
nosess = not sess
v1 = plot(vol?ta.wma(PMMV,5):na, title="PMMV",style=plot.style_stepline,
color=sessionVol?volc:nosess?volc:na)
v2 = plot(BreakoutThresold?level:na,title="Breakout Thresold Level", color=nosess?
bt:na)
p1 = plot(hilo?hi:na,"Range High",color=nosess?up:na, offset=+1)
p2 = plot(hilo?lo:na,"Range Low",color=nosess?dn:na, offset=+1)
fill(v1,p2,vol and style=="Area"and nosess?color.new(volc,50):na)
plotshape(br?SignalUp:na,"TORB - Break
Up",shape.triangleup,location.belowbar,bu,size=size.small)
plotshape(br?SignalDn:na,"TORB - Break
Dn",shape.triangledown,location.abovebar,bd,size=size.small)
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Alerts {
//Session
alertcondition(sess and not sess[1],"Session Start","Session has started!")
alertcondition(sess[1] and not sess,"Session End","Session has ended!")
//Breakout
alertcondition(breakUp,"TORB - Break Up","TORB - Break Up")
alertcondition(breakDn,"TORB - Break Dn","TORB - Break Dn")
//
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

CPR+Breakout Box_AMCK

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CPR+Breakout Box_AMCK

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// This source code is subject to the terms of the Mozilla Public License 2.

show_labels = input.bool(title="Show Labels", defval=true, group="labels")

var arr_time = array.new_int()

var SR_COLOR = #FB8C00

dev_cpr_show = input.bool(true, "", inline="Dev CPR", group="Developing CPR

var lines = array.new_line()

draw_label(i, y, txt, txt_color) =>

_r1 = pivotX_Median * 2 - pivotX_prev_low

array.push(r1, pivotX_Median + 0.382 * pivot_range)

array.push(r1, pivotX_Median * 2 - pivotX_prev_low)

array.push(r1, pivotX_prev_close + pivot_range * 1.1 / 12.0)

if pivotX_Bottom > pivotX_Top

calc_high(prev, curr) =>

calc_low(prev, curr) =>

[sec_open, sec_high, sec_low, prev_sec_open, prev_sec_high, prev_sec_low,

var is_change = false

var start_time = time

without_time_change = barstate.islast and array.size(arr_time) == 0

if is_can_calc_pivot and enough_bars_for_calculate

if barstate.islast and not is_change and array.size(arr_time) > 0 and not

if array.size(arr_time) > look_back

if barstate.islast and not is_daily_based and array.size(arr_time) == 0

if barstate.islast and array.size(arr_time) > 0 and is_change

while dayofweek(dev_end_time) == dayofweek.saturday or dayofweek(dev_end_time)

drawLineAndLabel(_price, _line_color, _text, _text_color) =>

_aLine = line.new(x1=dev_start_time, y1=_price, x2=dev_end_time, y2=_price,

_aLabel = label.new(dev_end_time, _price, xloc=xloc.bar_time,

[curr_high, curr_low, curr_close] = request.security(syminfo.tickerid, resolution,

vol = input.bool(true,"Volume",inline="volc", group="PMMV", tooltip=t4)

N = input.int(20, title="Volume Period",minval=1,inline="", group="PMMV",

// ~~ Calculate PMMV as the average volume over the last N days {

// ~~ TORB Signal Conditions {

SignalUp := breakUp and conditionloop(breakUp)

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