// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LiquidityEdgeFutures (https://liquidityedgefutures.com)
// =========================================================================================================
//  LIQUIDITY EDGE | INSTITUTIONAL VOLUME DISPLACEMENT & DELTA FILTER [FREE COMMUNITY EDITION]
//  Institutional Momentum & Displacement Validator for CME NQ1!, MNQ1!, ES1!
//
//  Features:
//  - Identifies true Institutional Displacement Candles (Volume > 1.5x 20-MA & Body > 65% of Range)
//  - Filters out retail low-volume chop and fakeouts
//  - Highlights A+ Imbalances engineered by real institutional market makers
//  - Real-time Volume Delta bar coloring
//  - Alerts for aggressive institutional buying and selling displacement
// =========================================================================================================

//@version=5
indicator("Liquidity Edge - Volume Displacement & Delta Filter", shorttitle="LE - Volume Displacement", overlay=true)

// ---------------------------------------------------------------------------------------------------------
// INPUT SETTINGS
// ---------------------------------------------------------------------------------------------------------
var string G_FILTER = "1. Institutional Displacement Thresholds"
var string G_VISUAL = "2. Visual Customization"

float i_volMultiplier  = input.float(1.5, "Volume Multiplier vs 20-Bar SMA", minval=1.1, maxval=3.0, step=0.1, group=G_FILTER)
float i_bodyRatioThresh = input.float(0.65, "Min Candle Body to Range Ratio", minval=0.5, maxval=0.9, step=0.05, tooltip="65% body means minimal wicks (pure directional displacement).", group=G_FILTER)
bool  i_colorBars       = input.bool(true, "Color Displacement Candles On Chart", group=G_VISUAL)

color i_c_bull_disp     = input.color(#38BDF8, "Bullish Displacement Color", group=G_VISUAL)
color i_c_bear_disp     = input.color(#F59E0B, "Bearish Displacement Color", group=G_VISUAL)

// ---------------------------------------------------------------------------------------------------------
// DISPLACEMENT ENGINE
// ---------------------------------------------------------------------------------------------------------
float volSMA = ta.sma(volume, 20)
bool  isHighVolume = volume >= (volSMA * i_volMultiplier)

float candleRange = high - low
float candleBody  = math.abs(close - open)
bool  isFullBody   = (candleRange > 0) and ((candleBody / candleRange) >= i_bodyRatioThresh)

bool  isBullishCandle = close > open
bool  isBearishCandle = close < open

// Institutional Displacement Signal
bool isBullDisplacement = isHighVolume and isFullBody and isBullishCandle
bool isBearDisplacement = isHighVolume and isFullBody and isBearishCandle

// On-chart candle color override
barcolor(i_colorBars ? (isBullDisplacement ? i_c_bull_disp : (isBearDisplacement ? i_c_bear_disp : na)) : na)

plotshape(isBullDisplacement, "Institutional Bullish Displacement", shape.labelup, location.belowbar, color=i_c_bull_disp, text="ALGO BUY", textcolor=#020617, size=size.tiny)
plotshape(isBearDisplacement, "Institutional Bearish Displacement", shape.labeldown, location.abovebar, color=i_c_bear_disp, text="ALGO SELL", textcolor=#020617, size=size.tiny)

// ---------------------------------------------------------------------------------------------------------
// ON-CHART HUD STATUS
// ---------------------------------------------------------------------------------------------------------
var table dispHud = table.new(position.bottom_left, 2, 4, bgcolor=color.new(#030712, 10), border_color=color.new(#1E2D48, 30), border_width=1)

if barstate.islast
    table.cell(dispHud, 0, 0, "LIQUIDITY EDGE", text_color=#38BDF8, text_size=size.tiny, text_font_family=font.family_monospace, bgcolor=#0A0F1D)
    table.cell(dispHud, 1, 0, "VOLUME DISPLACEMENT", text_color=#F8FAFC, text_size=size.tiny, text_font_family=font.family_monospace, bgcolor=#0A0F1D)

    // Current bar volume ratio
    float vRatio = volSMA > 0 ? (volume / volSMA) : 1.0
    string vText = str.tostring(vRatio, "#.##") + "x (Avg: " + str.tostring(volSMA, "#") + ")"
    color  vCol  = vRatio >= i_volMultiplier ? #38BDF8 : #94A3B8
    table.cell(dispHud, 0, 1, "Volume Pace", text_color=#94A3B8, text_size=size.tiny, text_font_family=font.family_monospace)
    table.cell(dispHud, 1, 1, vText, text_color=vCol, text_size=size.tiny, text_font_family=font.family_monospace)

    // Last Displacement State
    string dState = isBullDisplacement ? "BULLISH EXPANSION" : (isBearDisplacement ? "BEARISH EXPANSION" : "STANDARD FLOW")
    color  dCol   = isBullDisplacement ? #38BDF8 : (isBearDisplacement ? #F59E0B : #64748B)
    table.cell(dispHud, 0, 2, "Displacement State", text_color=#94A3B8, text_size=size.tiny, text_font_family=font.family_monospace)
    table.cell(dispHud, 1, 2, dState, text_color=dCol, text_size=size.tiny, text_font_family=font.family_monospace)

    // A+ Setup Quality Check
    string qual = (isBullDisplacement or isBearDisplacement) ? "A+ SETUP CANDIDATE" : "WAITING FOR DISPLACEMENT"
    color  qualCol = (isBullDisplacement or isBearDisplacement) ? #10B981 : #94A3B8
    table.cell(dispHud, 0, 3, "Setup Grade", text_color=#94A3B8, text_size=size.tiny, text_font_family=font.family_monospace)
    table.cell(dispHud, 1, 3, qual, text_color=qualCol, text_size=size.tiny, text_font_family=font.family_monospace)

// ---------------------------------------------------------------------------------------------------------
// ALERTS
// ---------------------------------------------------------------------------------------------------------
alertcondition(isBullDisplacement, title="Institutional Bullish Displacement", message="[Liquidity Edge] 🚀 High-Volume Bullish Displacement on {{ticker}}! Volume: {{volume}}")
alertcondition(isBearDisplacement, title="Institutional Bearish Displacement", message="[Liquidity Edge] 🩸 High-Volume Bearish Displacement on {{ticker}}! Volume: {{volume}}")