SVE Pivot Points v5

//version=6
indicator(title="SVE Pivot Points", overlay=true, max_lines_count=500)

// Input Parameters
agg_period = input.timeframe("D", title="Aggregation period")
show_labels = input.bool(true, title="Show Labels")
line_width = input.int(1, title="Line Width", minval=1, maxval=4)

// Detect new aggregation period
bool new_agg_bar = bool(ta.change(time(agg_period)))

// Calculate how many chart bars fit in one aggregation period
get_bars_in_period(string tf) =>
tf_secs = timeframe.in_seconds(tf)
chart_secs = timeframe.in_seconds(timeframe.period)
// If aggregation period is smaller than or equal to chart timeframe, use 1 bar
// Otherwise calculate how many chart bars fit
math.max(1, int(math.ceil(tf_secs / chart_secs)))

bars_in_period = get_bars_in_period(agg_period)

// Fetch previous period's high, low, close
ph = request.security(syminfo.tickerid, agg_period, high[1], barmerge.gaps_off, barmerge.lookahead_on)
pl = request.security(syminfo.tickerid, agg_period, low[1], barmerge.gaps_off, barmerge.lookahead_on)
pc = request.security(syminfo.tickerid, agg_period, close[1], barmerge.gaps_off, barmerge.lookahead_on)

// Calculate pivot points
pp = (ph + pl + pc) / 3
r1 = 2 * pp - pl
r2 = pp + (ph - pl)
r3 = 2 * pp + (ph - 2 * pl)
s1 = 2 * pp - ph
s2 = pp - (ph - pl)
s3 = 2 * pp - (2 * ph - pl)

// Calculate mean levels
r1m = (pp + r1) / 2
r2m = (r1 + r2) / 2
r3m = (r2 + r3) / 2
s1m = (pp + s1) / 2
s2m = (s1 + s2) / 2
s3m = (s2 + s3) / 2

// Previous high and low
hh = ph
ll = pl

// Colors
color_r = color.red
color_s = color.green
color_pp = color.blue
color_hl = color.gray

// Arrays to store historical lines (for showing past periods)
var line[] lines_r3 = array.new_line()
var line[] lines_r3m = array.new_line()
var line[] lines_r2 = array.new_line()
var line[] lines_r2m = array.new_line()
var line[] lines_r1 = array.new_line()
var line[] lines_r1m = array.new_line()
var line[] lines_hh = array.new_line()
var line[] lines_pp = array.new_line()
var line[] lines_ll = array.new_line()
var line[] lines_s1m = array.new_line()
var line[] lines_s1 = array.new_line()
var line[] lines_s2m = array.new_line()
var line[] lines_s2 = array.new_line()
var line[] lines_s3m = array.new_line()
var line[] lines_s3 = array.new_line()

// Current period labels (only show for current period)
var label lbl_r3 = na
var label lbl_r3m = na
var label lbl_r2 = na
var label lbl_r2m = na
var label lbl_r1 = na
var label lbl_r1m = na
var label lbl_hh = na
var label lbl_pp = na
var label lbl_ll = na
var label lbl_s1m = na
var label lbl_s1 = na
var label lbl_s2m = na
var label lbl_s2 = na
var label lbl_s3m = na
var label lbl_s3 = na

// Track current period start
var int current_period_start = 0

// On new aggregation period, create new lines
if new_agg_bar
current_period_start := bar_index

// Create lines for this period - they start here and will be extended
array.push(lines_r3, line.new(bar_index, r3, bar_index + bars_in_period, r3, color=color_r, width=line_width))
array.push(lines_r3m, line.new(bar_index, r3m, bar_index + bars_in_period, r3m, color=color_r, width=line_width))
array.push(lines_r2, line.new(bar_index, r2, bar_index + bars_in_period, r2, color=color_r, width=line_width))
array.push(lines_r2m, line.new(bar_index, r2m, bar_index + bars_in_period, r2m, color=color_r, width=line_width))
array.push(lines_r1, line.new(bar_index, r1, bar_index + bars_in_period, r1, color=color_r, width=line_width))
array.push(lines_r1m, line.new(bar_index, r1m, bar_index + bars_in_period, r1m, color=color_r, width=line_width))
array.push(lines_hh, line.new(bar_index, hh, bar_index + bars_in_period, hh, color=color_hl, width=line_width))
array.push(lines_pp, line.new(bar_index, pp, bar_index + bars_in_period, pp, color=color_pp, width=line_width))
array.push(lines_ll, line.new(bar_index, ll, bar_index + bars_in_period, ll, color=color_hl, width=line_width))
array.push(lines_s1m, line.new(bar_index, s1m, bar_index + bars_in_period, s1m, color=color_s, width=line_width))
array.push(lines_s1, line.new(bar_index, s1, bar_index + bars_in_period, s1, color=color_s, width=line_width))
array.push(lines_s2m, line.new(bar_index, s2m, bar_index + bars_in_period, s2m, color=color_s, width=line_width))
array.push(lines_s2, line.new(bar_index, s2, bar_index + bars_in_period, s2, color=color_s, width=line_width))
array.push(lines_s3m, line.new(bar_index, s3m, bar_index + bars_in_period, s3m, color=color_s, width=line_width))
array.push(lines_s3, line.new(bar_index, s3, bar_index + bars_in_period, s3, color=color_s, width=line_width))

// Delete old labels and create new ones
if show_labels
label.delete(lbl_r3)
label.delete(lbl_r3m)
label.delete(lbl_r2)
label.delete(lbl_r2m)
label.delete(lbl_r1)
label.delete(lbl_r1m)
label.delete(lbl_hh)
label.delete(lbl_pp)
label.delete(lbl_ll)
label.delete(lbl_s1m)
label.delete(lbl_s1)
label.delete(lbl_s2m)
label.delete(lbl_s2)
label.delete(lbl_s3m)
label.delete(lbl_s3)

lbl_r3 := label.new(bar_index + bars_in_period, r3, "R3", style=label.style_label_left, color=color.new(color_r, 100), textcolor=color_r, size=size.small)
lbl_r3m := label.new(bar_index + bars_in_period, r3m, "R3M", style=label.style_label_left, color=color.new(color_r, 100), textcolor=color_r, size=size.small)
lbl_r2 := label.new(bar_index + bars_in_period, r2, "R2", style=label.style_label_left, color=color.new(color_r, 100), textcolor=color_r, size=size.small)
lbl_r2m := label.new(bar_index + bars_in_period, r2m, "R2M", style=label.style_label_left, color=color.new(color_r, 100), textcolor=color_r, size=size.small)
lbl_r1 := label.new(bar_index + bars_in_period, r1, "R1", style=label.style_label_left, color=color.new(color_r, 100), textcolor=color_r, size=size.small)
lbl_r1m := label.new(bar_index + bars_in_period, r1m, "R1M", style=label.style_label_left, color=color.new(color_r, 100), textcolor=color_r, size=size.small)
lbl_hh := label.new(bar_index + bars_in_period, hh, "HH", style=label.style_label_left, color=color.new(color_hl, 100), textcolor=color_hl, size=size.small)
lbl_pp := label.new(bar_index + bars_in_period, pp, "PP", style=label.style_label_left, color=color.new(color_pp, 100), textcolor=color_pp, size=size.small)
lbl_ll := label.new(bar_index + bars_in_period, ll, "LL", style=label.style_label_left, color=color.new(color_hl, 100), textcolor=color_hl, size=size.small)
lbl_s1m := label.new(bar_index + bars_in_period, s1m, "S1M", style=label.style_label_left, color=color.new(color_s, 100), textcolor=color_s, size=size.small)
lbl_s1 := label.new(bar_index + bars_in_period, s1, "S1", style=label.style_label_left, color=color.new(color_s, 100), textcolor=color_s, size=size.small)
lbl_s2m := label.new(bar_index + bars_in_period, s2m, "S2M", style=label.style_label_left, color=color.new(color_s, 100), textcolor=color_s, size=size.small)
lbl_s2 := label.new(bar_index + bars_in_period, s2, "S2", style=label.style_label_left, color=color.new(color_s, 100), textcolor=color_s, size=size.small)
lbl_s3m := label.new(bar_index + bars_in_period, s3m, "S3M", style=label.style_label_left, color=color.new(color_s, 100), textcolor=color_s, size=size.small)
lbl_s3 := label.new(bar_index + bars_in_period, s3, "S3", style=label.style_label_left, color=color.new(color_s, 100), textcolor=color_s, size=size.small)

// On the last bar, update the current period's lines to extend properly into the future
if barstate.islast and array.size(lines_pp) > 0
// Get the most recent lines
line last_r3 = array.get(lines_r3, array.size(lines_r3) - 1)
line last_r3m = array.get(lines_r3m, array.size(lines_r3m) - 1)
line last_r2 = array.get(lines_r2, array.size(lines_r2) - 1)
line last_r2m = array.get(lines_r2m, array.size(lines_r2m) - 1)
line last_r1 = array.get(lines_r1, array.size(lines_r1) - 1)
line last_r1m = array.get(lines_r1m, array.size(lines_r1m) - 1)
line last_hh = array.get(lines_hh, array.size(lines_hh) - 1)
line last_pp = array.get(lines_pp, array.size(lines_pp) - 1)
line last_ll = array.get(lines_ll, array.size(lines_ll) - 1)
line last_s1m = array.get(lines_s1m, array.size(lines_s1m) - 1)
line last_s1 = array.get(lines_s1, array.size(lines_s1) - 1)
line last_s2m = array.get(lines_s2m, array.size(lines_s2m) - 1)
line last_s2 = array.get(lines_s2, array.size(lines_s2) - 1)
line last_s3m = array.get(lines_s3m, array.size(lines_s3m) - 1)
line last_s3 = array.get(lines_s3, array.size(lines_s3) - 1)

// Calculate end point: period start + bars in period
int end_bar = current_period_start + bars_in_period

// Update line endpoints
line.set_x2(last_r3, end_bar)
line.set_x2(last_r3m, end_bar)
line.set_x2(last_r2, end_bar)
line.set_x2(last_r2m, end_bar)
line.set_x2(last_r1, end_bar)
line.set_x2(last_r1m, end_bar)
line.set_x2(last_hh, end_bar)
line.set_x2(last_pp, end_bar)
line.set_x2(last_ll, end_bar)
line.set_x2(last_s1m, end_bar)
line.set_x2(last_s1, end_bar)
line.set_x2(last_s2m, end_bar)
line.set_x2(last_s2, end_bar)
line.set_x2(last_s3m, end_bar)
line.set_x2(last_s3, end_bar)

// Update label positions
if show_labels
label.set_x(lbl_r3, end_bar)
label.set_x(lbl_r3m, end_bar)
label.set_x(lbl_r2, end_bar)
label.set_x(lbl_r2m, end_bar)
label.set_x(lbl_r1, end_bar)
label.set_x(lbl_r1m, end_bar)
label.set_x(lbl_hh, end_bar)
label.set_x(lbl_pp, end_bar)
label.set_x(lbl_ll, end_bar)
label.set_x(lbl_s1m, end_bar)
label.set_x(lbl_s1, end_bar)
label.set_x(lbl_s2m, end_bar)
label.set_x(lbl_s2, end_bar)
label.set_x(lbl_s3m, end_bar)
label.set_x(lbl_s3, end_bar)

// Limit array sizes to prevent memory issues (keep last 100 periods)
max_lines = 100
if array.size(lines_pp) > max_lines
line.delete(array.shift(lines_r3))
line.delete(array.shift(lines_r3m))
line.delete(array.shift(lines_r2))
line.delete(array.shift(lines_r2m))
line.delete(array.shift(lines_r1))
line.delete(array.shift(lines_r1m))
line.delete(array.shift(lines_hh))
line.delete(array.shift(lines_pp))
line.delete(array.shift(lines_ll))
line.delete(array.shift(lines_s1m))
line.delete(array.shift(lines_s1))
line.delete(array.shift(lines_s2m))
line.delete(array.shift(lines_s2))
line.delete(array.shift(lines_s3m))
line.delete(array.shift(lines_s3))