Volume Profile Visible Range in Pine Script

VPVR.pine

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Fr3d0C0rl30n3

//@version=4
study("Fr3d0's Volume Profile Visible Range", "VPVR", overlay=true, max_boxes_count=500)

DEFAULT_COLOR = color.new(color.gray, 0)
BORDER_COLOR = color.new(color.black, 80)
BUY_COLOR = color.new(color.green, 0)
SELL_COLOR = color.new(color.red, 0)
TIME_UNIT = time - time[1]

numOfBars = input(90, 'Number of bars', minval=14, maxval=365)
rangeHigh = highest(high, numOfBars)
rangeLow = lowest(low, numOfBars)
rangeHeight = rangeHigh - rangeLow

numOfHistograms = input(50, 'Number of histograms', minval=10, maxval=200)
widestHistogramWidth = input(50, 'Width of the PoC', minval=20, maxval=100)
histogramHeight = rangeHeight / numOfHistograms

histogramLowList = array.new_float(numOfHistograms, na)
histogramHighList = array.new_float(numOfHistograms, na)
histogramPriceList = array.new_float(numOfHistograms, 0.0)

histogramBuyVolumeList = array.new_float(numOfHistograms, 0.0)
histogramSellVolumeList = array.new_float(numOfHistograms, 0.0)
histogramVolumePercentageList = array.new_float(numOfHistograms, 0.0)

if barstate.islast

    // Define lows and highs of the histograms
    for i = 0 to numOfHistograms - 1
        histogramLow = rangeLow + histogramHeight * i
        histogramHigh = rangeLow + histogramHeight * (i + 1)
        array.set(histogramLowList, i, histogramLow)
        array.set(histogramHighList, i, histogramHigh)
        array.set(histogramPriceList, i, (histogramLow + histogramHigh) / 2)
        
    // Assign bar's volumes to histograms
    for i = 0 to numOfBars - 1
        currentBarHeight = high[i] - low[i]
        currentBuyVolume = iff((high[i] == low[i]), 0, volume[i] * (close[i] - low[i]) / currentBarHeight)
        currentSellVolume = iff((high[i] == low[i]), 0, volume[i] * (high[i] - close[i]) / currentBarHeight)
        
        // Define the percentages of the current volume to give to histograms
        for j = 0 to numOfHistograms - 1
            histogramLow = array.get(histogramLowList, j)
            histogramHigh = array.get(histogramHighList, j)
            target = max(histogramHigh, high[i]) - min(histogramLow, low[i])
                   - (max(histogramHigh, high[i]) - min(histogramHigh, high[i]))
                   - (max(histogramLow, low[i]) - min(histogramLow, low[i]))
            histogramVolumePercentage = target / currentBarHeight
            
            histogramBuyVolume = array.get(histogramBuyVolumeList, j)
            histogramSellVolume = array.get(histogramSellVolumeList, j)
            
            // If there is at least one histogram affected
            // then divide the current volume by the number of histograms affected
            if histogramVolumePercentage > 0
                array.set(histogramBuyVolumeList, j, histogramBuyVolume + currentBuyVolume * histogramVolumePercentage)
                array.set(histogramSellVolumeList, j, histogramSellVolume + currentSellVolume * histogramVolumePercentage)
    
    // Find the histogram with the highest volume
    highestHistogramVolume = 0.0
    for i = 0 to numOfHistograms - 1
        histogramBuyVolume = array.get(histogramBuyVolumeList, i)
        histogramSellVolume = array.get(histogramSellVolumeList, i)
        histogramVolume = histogramBuyVolume + histogramSellVolume
        highestHistogramVolume := max(highestHistogramVolume, histogramVolume)
	
	// Draw top and bottom of the range considered
    line.new(time[numOfBars], rangeHigh, time_close, rangeHigh, xloc=xloc.bar_time, color=DEFAULT_COLOR, width = 2)
    line.new(time[numOfBars], rangeLow, time_close, rangeLow, xloc=xloc.bar_time, color=DEFAULT_COLOR, width = 2)
    
    // Draw histograms and highlight the Point of Control
    for i = 0 to numOfHistograms - 1
        histogramLow = array.get(histogramLowList, i)
        histogramHigh = array.get(histogramHighList, i)
        histogramBuyVolume = array.get(histogramBuyVolumeList, i)
        histogramSellVolume = array.get(histogramSellVolumeList, i)
        histogramVolume = histogramBuyVolume + histogramSellVolume
        histogramWidth = widestHistogramWidth * histogramVolume / highestHistogramVolume
        histogramBuyWidth = floor(histogramWidth * histogramBuyVolume / histogramVolume)
        histogramSellWidth = floor(histogramWidth * histogramSellVolume / histogramVolume)
        
        // Draw buy and send histograms
        box.new(left=bar_index + 1, top=histogramHigh, right=bar_index + 1 + histogramBuyWidth, bottom=histogramLow, bgcolor=BUY_COLOR, border_color=BORDER_COLOR)
        box.new(left=bar_index + 1 + histogramBuyWidth, top=histogramHigh, right=bar_index + 1 + histogramBuyWidth + histogramSellWidth, bottom=histogramLow, bgcolor=SELL_COLOR, border_color=BORDER_COLOR)