Liquidity Sweeps + MSS (Valid / Ignored)

//version=5
indicator("Liquidity Sweeps + MSS (Valid / Ignored)", overlay=true, max_labels_count=200, max_lines_count=200)

//──────────────────────────────────────────────────────────────
// Inputs
structureLookback = input.int(20, "Structure Lookback (recent highs/lows)", minval=10)
rangeLookback = input.int(80, "Range Lookback (to define extremes)", minval=30)
extremeZonePct = input.float(0.25, "Extreme Zone % (0.25 = top/bottom 25%)", minval=0.05, maxval=0.45, step=0.05)

useCloseReentry = input.bool(true, "Require close back inside level (reentry)")

// MSS / Swings
pivotLeft = input.int(3, "Swing Pivot Left", minval=1)
pivotRight = input.int(3, "Swing Pivot Right", minval=1)
mssMode = input.string("Close", "MSS Break uses", options=["Close","Wick"]) // Close = stricter

useImpulseFilter = input.bool(true, "Filter strong impulse candles")
impulseATRmult = input.float(1.0, "Max body size (ATR multiple)", minval=0.3, maxval=3.0, step=0.1)
atrLen = input.int(14, "ATR Length", minval=5)

showOnlyValid = input.bool(true, "Show only VALID signals")
showPending = input.bool(true, "Show PENDING label")
plotStructureLvls = input.bool(false, "Plot recent structure levels")
plotMssLevel = input.bool(true, "Plot MSS level while pending")

//──────────────────────────────────────────────────────────────
// Helpers
atr = ta.atr(atrLen)
body = math.abs(close - open)

// Recent structure (dynamic)
recentHigh = ta.highest(high, structureLookback)
recentLow = ta.lowest(low, structureLookback)

// Bigger “range” to determine if we are at extremes vs middle
rngHigh = ta.highest(high, rangeLookback)
rngLow = ta.lowest(low, rangeLookback)
rng = math.max(rngHigh - rngLow, syminfo.mintick)
pos = (close - rngLow) / rng // 0..1

isTopExtreme = pos >= (1.0 - extremeZonePct)
isBotExtreme = pos <= extremeZonePct

impulseOk = not useImpulseFilter or (body <= atr * impulseATRmult)

//──────────────────────────────────────────────────────────────
// Swings for MSS (pivot-based)
ph = ta.pivothigh(high, pivotLeft, pivotRight)
pl = ta.pivotlow(low, pivotLeft, pivotRight)

var float lastSwingHigh = na
var float lastSwingLow = na

// Update latest confirmed swing points (they appear pivotRight bars late, that's fine)
if not na(ph)
lastSwingHigh := ph
if not na(pl)
lastSwingLow := pl

// Optional: plot structure levels
plot(plotStructureLvls ? recentHigh : na, "Recent High", color=color.new(color.red, 70), style=plot.style_linebr, linewidth=2)
plot(plotStructureLvls ? recentLow : na, "Recent Low", color=color.new(color.lime,70), style=plot.style_linebr, linewidth=2)

//──────────────────────────────────────────────────────────────
// Raw sweeps (wick through recent level + optional close reentry)
rawSweepHigh = high > recentHigh[1] and (useCloseReentry ? close < recentHigh[1] : true)
rawSweepLow = low < recentLow[1] and (useCloseReentry ? close > recentLow[1] : true)

// Location filter
preValidHigh = rawSweepHigh and isTopExtreme and impulseOk
preValidLow = rawSweepLow and isBotExtreme and impulseOk

//──────────────────────────────────────────────────────────────
// State machine: PENDING → VALID/IGNORED based on MSS break
var int pendingDir = 0 // 1 = high sweep pending, -1 = low sweep pending, 0 = none
var int pendingStartBar = na
var float pendingMssLevel = na
var label pendingLabel = na

// MSS break condition
breakDown = mssMode == "Close" ? close < pendingMssLevel : low < pendingMssLevel
breakUp = mssMode == "Close" ? close > pendingMssLevel : high > pendingMssLevel

confirmMSSHigh = pendingDir == 1 and not na(pendingMssLevel) and breakDown
confirmMSSLow = pendingDir == -1 and not na(pendingMssLevel) and breakUp

// If no MSS level exists at sweep time, we will ignore (strict = fewer signals)
noMssLevel = pendingDir != 0 and na(pendingMssLevel)

// Pending visualization of MSS level
plot(plotMssLevel and pendingDir != 0 ? pendingMssLevel : na, "Pending MSS Level", color=color.new(color.yellow, 0), style=plot.style_linebr, linewidth=2)

//──────────────────────────────────────────────────────────────
// Label helpers
makeIgnoredLabel(_isHigh, _reason) =>
if not showOnlyValid
float y = _isHigh ? high : low
labelStyle = _isHigh ? label.style_label_down : label.style_label_up
label.new(bar_index, y, "SWEEP IGNORED\n" + _reason, style=labelStyle, color=color.new(color.gray, 0), textcolor=color.white)

makePendingLabel(_isHigh, _mss) =>
if showPending
float y = _isHigh ? high : low
labelStyle = _isHigh ? label.style_label_down : label.style_label_up
string txt = "SWEEP PENDING\nMSS: " + (na(_mss) ? "na" : str.tostring(_mss, format.mintick))
label.new(bar_index, y, txt, style=labelStyle, color=color.new(color.orange, 0), textcolor=color.white)
else
na

setValidLabel(_lbl, _isHigh) =>
if not na(_lbl)
label.set_text(_lbl, "SWEEP VALID\n(MSS)")
label.set_color(_lbl, _isHigh ? color.new(color.red, 0) : color.new(color.lime, 0))
label.set_textcolor(_lbl, color.white)

//──────────────────────────────────────────────────────────────
// Main flow
if pendingDir == 0
// New HIGH sweep candidate
if rawSweepHigh
if preValidHigh
pendingDir := 1
pendingStartBar := bar_index
// MSS level for HIGH sweep = lastSwingLow (the low we want to break)
pendingMssLevel := lastSwingLow
pendingLabel := makePendingLabel(true, pendingMssLevel)

// If we cannot define MSS level => ignore (strict)
if na(pendingMssLevel)
makeIgnoredLabel(true, "no swing low (MSS) yet")
if not na(pendingLabel)
label.delete(pendingLabel)
pendingDir := 0
pendingStartBar := na
pendingMssLevel := na
pendingLabel := na
else
makeIgnoredLabel(true, "filters (location/impulse/reentry)")
// New LOW sweep candidate (only if no pending created above)
if rawSweepLow and pendingDir == 0
if preValidLow
pendingDir := -1
pendingStartBar := bar_index
// MSS level for LOW sweep = lastSwingHigh (the high we want to break)
pendingMssLevel := lastSwingHigh
pendingLabel := makePendingLabel(false, pendingMssLevel)

if na(pendingMssLevel)
makeIgnoredLabel(false, "no swing high (MSS) yet")
if not na(pendingLabel)
label.delete(pendingLabel)
pendingDir := 0
pendingStartBar := na
pendingMssLevel := na
pendingLabel := na
else
makeIgnoredLabel(false, "filters (location/impulse/reentry)")
else
// Pending: confirm with MSS
if confirmMSSHigh
setValidLabel(pendingLabel, true)
// Reset
pendingDir := 0
pendingStartBar := na
pendingMssLevel := na
pendingLabel := na
else if confirmMSSLow
setValidLabel(pendingLabel, false)
// Reset
pendingDir := 0
pendingStartBar := na
pendingMssLevel := na
pendingLabel := na

// Alerts only on VALID MSS
alertcondition(confirmMSSHigh, "Sweep VALID High (MSS)", "VALID liquidity sweep HIGH confirmed by MSS")
alertcondition(confirmMSSLow, "Sweep VALID Low (MSS)", "VALID liquidity sweep LOW confirmed by MSS")