Pine Script v5: Скрипт для выделения Order Blocks с проверкой объема

//@version=5
indicator("Order Blocks with Volume Validation", overlay=true)

// --- Input Parameters ---
i_lookback = input.int(20, "Volume Lookback Period", minval=1)
i_volumeMultiplier = input.float(1.5, "Volume Multiplier for OB", minval=0.5, step=0.1)
i_obExtendBars = input.int(50, "Extend OB for N Bars", minval=1, maxval=500)
i_bullishColor = input.color(color.new(color.green, 80), "Bullish OB Color")
i_bearishColor = input.color(color.new(color.red, 80), "Bearish OB Color")
i_showLabels = input.bool(true, "Show OB Labels")

// --- Calculate Average Volume ---
avgVolume = ta.sma(volume, i_lookback)

// --- Order Block Detection Logic ---
var box[] bullishOBs = array.new_box()
var box[] bearishOBs = array.new_box()

// Function to check if a candle is a potential bullish OB
// A down-close candle (or doji) followed by a strong move up
isBullishOB(index) =>
    isDownCandle = close[index] < open[index]
    isDoji = math.abs(close[index] - open[index]) < (high[index] - low[index]) * 0.1 // Small body
    isSignificantVolume = volume[index] > avgVolume[index] * i_volumeMultiplier

    // Look for a strong move up after the potential OB candle
    // The next candle's close is significantly above the potential OB's high
    // This creates an "imbalance" or "gap"
    isStrongUpMove = close > high[index] // Current candle (index 0) closes above the potential OB's high (index 1)

    (isDownCandle or isDoji) and isSignificantVolume and isStrongUpMove

// Function to check if a candle is a potential bearish OB
// An up-close candle (or doji) followed by a strong move down
isBearishOB(index) =>
    isUpCandle = close[index] > open[index]
    isDoji = math.abs(close[index] - open[index]) < (high[index] - low[index]) * 0.1 // Small body
    isSignificantVolume = volume[index] > avgVolume[index] * i_volumeMultiplier

    // Look for a strong move down after the potential OB candle
    // The next candle's close is significantly below the potential OB's low
    // This creates an "imbalance" or "gap"
    isStrongDownMove = close < low[index] // Current candle (index 0) closes below the potential OB's low (index 1)

    (isUpCandle or isDoji) and isSignificantVolume and isStrongDownMove

// --- Detect and Draw Order Blocks ---
if bar_index > i_lookback then // Ensure enough bars for volume average
    // Bullish Order Block: Last down-close candle before a strong up move
    if isBullishOB(1) then // Check the previous candle (index 1) as the potential OB
        obLow = low[1]
        obHigh = high[1]
        
        // Create a new box for the bullish OB
        newBox = box.new(x1=bar_index - 1, y1=obLow, x2=bar_index, y2=obHigh, 
                         bgcolor=i_bullishColor, border_color=color.new(color.green, 0), 
                         extend=extend.right, text_size=size.tiny)
        box.set_right(newBox, bar_index + i_obExtendBars) // Extend for N bars
        if i_showLabels
            box.set_text(newBox, "Bullish OB\nVol: " + str.tostring(volume[1], "#.##"))
        array.push(bullishOBs, newBox)

    // Bearish Order Block: Last up-close candle before a strong down move
    if isBearishOB(1) then // Check the previous candle (index 1) as the potential OB
        obLow = low[1]
        obHigh = high[1]

        // Create a new box for the bearish OB
        newBox = box.new(x1=bar_index - 1, y1=obLow, x2=bar_index, y2=obHigh, 
                         bgcolor=i_bearishColor, border_color=color.new(color.red, 0), 
                         extend=extend.right, text_size=size.tiny)
        box.set_right(newBox, bar_index + i_obExtendBars) // Extend for N bars
        if i_showLabels
            box.set_text(newBox, "Bearish OB\nVol: " + str.tostring(volume[1], "#.##"))
        array.push(bearishOBs, newBox)