本页源码来自 TradingView 公开发布的开源脚本，版权归原作者所有， 请遵循其原始许可（Pine 脚本常见 CC BY-NC-SA / MPL-2.0 / MIT）。 本项目仅用于研究检索与许可范围内的移植。
// This work is licensed under Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International
// https://creativecommons.org/licenses/by-nc-sa/4.0/
// © BigBeluga
//@version=6
indicator("Volumatic Fair Value Gaps [BigBeluga]", overlay = true, max_boxes_count = 500, max_bars_back = 5000)
// ＩＮＰＵＴＳ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
string mitigationSrc = input.string("close", "FVGs Mitigation Source", ["close", "high/low"])
bool bullGaps = input.bool(true, "Bullish FVG")
bool bearGaps = input.bool(true, "Bearish FVG")
bool volumeBars = input.bool(true, "Volume Bars")
color bullColor = input.color(color.rgb(26, 194, 216, 50), "Bullish", inline = "colors")
color bearColor = input.color(color.rgb(216, 118, 26, 50), "Bearish", inline = "colors")
type VolumaticFVG
box body
int bull
int bear
bool isBull
box bullBar
box bearBar
float totalVol
var fvgs = array.new<VolumaticFVG>()
var boxes = array.new<box>()
// ＣＡＬＣＵＬＡＴＩＯＮＳ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
// Gap Filters
float diff = close[1] > open[1] ? (low - high[2]) / low * 100 : (low[2] - high) / high *100
float sizeFVG = diff / ta.percentile_nearest_rank(diff, 1000, 100) * 100
bool filterFVG = sizeFVG > 10
bool isBull_gap = high[2] < low and high[2] < high[1] and low[2] < low and filterFVG
bool isBear_gap = low[2] > high and low[2] > low[1] and high[2] > high and filterFVG
time_ = timeframe.in_seconds("")/60
time_s = timeframe.in_seconds("")
div = 10
tf = time_ <= 1 ? "5S" : str.tostring(math.ceil(time_/div))
array<float> BullVolume = request.security_lower_tf('', tf, (close > open ? volume : 0))
array<float> BearVolume = request.security_lower_tf('', tf, (close < open ? volume : 0))
sumBull = BullVolume.sum()
sumBear = BearVolume.sum()
float totalVolume = sumBull + sumBear
var dash = table.new(position.top_right, 100, 100, chart.bg_color)
if bar_index > 100
if isBull_gap and bullGaps
body = box.new(bar_index-1, low, bar_index+5, high[2], bgcolor = color.new(bullColor, 70), border_color = na)
mid = math.avg(low, high[2])
bullVol = (sumBull[1] / totalVolume[1]) * 100
bearVol = (sumBear[1] / totalVolume[1]) * 100
bearBar = box.new(body.get_left(), body.get_top(), body.get_left(), mid, bgcolor = bearColor, border_color = chart.bg_color)
bullBar = box.new(body.get_left(), mid, body.get_left(), body.get_bottom(), bgcolor = bullColor, border_color = chart.bg_color)
fvgs.push(VolumaticFVG.new(body, int(bullVol), int(bearVol), true, bullBar, bearBar, totalVolume[1]))
if isBear_gap and bearGaps
body = box.new(bar_index-1, low[2], bar_index+5, high, bgcolor = color.new(bearColor, 70), border_color = na)
mid = math.avg(low[2], high)
bullVol = (sumBull[1] / totalVolume[1]) * 100
bearVol = (sumBear[1] / totalVolume[1]) * 100
bearBar = box.new(body.get_left(), body.get_top(), body.get_left(), mid, bgcolor = bearColor, border_color = chart.bg_color)
bullBar = box.new(body.get_left(), mid, body.get_left(), body.get_bottom(), bgcolor = bullColor, border_color = chart.bg_color)
fvgs.push(VolumaticFVG.new(body, int(bullVol), int(bearVol), false, bullBar, bearBar, totalVolume[1]))
// Remove Crossed FVGs
if fvgs.size() > 0
for fvg in fvgs
src1 = mitigationSrc == "close" ? close : low
src2 = mitigationSrc == "close" ? close : high
left = fvg.body.get_left()
right = fvg.body.get_right()
if fvg.isBull
if src1 < fvg.body.get_bottom()
fvg.body.delete()
fvg.bullBar.delete()
fvg.bearBar.delete()
fvgs.remove(fvgs.indexof(fvg))
else
if src2 > fvg.body.get_top()
fvg.body.delete()
fvg.bullBar.delete()
fvg.bearBar.delete()
fvgs.remove(fvgs.indexof(fvg))
fvg.body.set_right(bar_index+25)
fvg.body.set_text(str.tostring(fvg.totalVol, format.volume))
fvg.body.set_text_halign(text.align_right)
fvg.body.set_text_color(chart.bg_color)
if volumeBars
top = fvg.body.get_top()
bot = fvg.body.get_bottom()
mid = math.avg(top, bot)
size = int(right - left) / 200
fvg.bullBar.set_right(left + size * fvg.bull)
fvg.bearBar.set_right(left + size * fvg.bear)
fvg.bullBar.set_text(str.tostring(int(fvg.bull), format.percent))
fvg.bearBar.set_text(str.tostring(int(fvg.bear), format.percent))
fvg.bullBar.set_text_color(chart.fg_color)
fvg.bearBar.set_text_color(chart.fg_color)
fvg.bullBar.set_text_halign(text.align_right)
fvg.bearBar.set_text_halign(text.align_right)
else
fvg.bearBar.set_text("")
fvg.bullBar.set_text("")
// Remove Overlaped
if fvgs.size() > 0
for i = 0 to fvgs.size() - 1
fvg = fvgs.get(i)
top = fvg.body.get_top()
bot = fvg.body.get_bottom()
for j = 0 to fvgs.size() - 1
if i == j
continue // Don't compare with self
l = fvgs.get(j)
top1 = l.body.get_top()
bot1 = l.body.get_bottom()
if top1 < top and top1 > bot
fvg.body.delete()
fvg.bearBar.delete()
fvg.bullBar.delete()
fvgs.remove(fvgs.indexof(fvg))
// Controle Size
if fvgs.size() > 10
fvg = fvgs.shift()
fvg.body.delete()
fvg.bullBar.delete()
fvg.bearBar.delete()
// DashBoard
if barstate.islast
bullCount = 0
bearCount = 0
bullVolume = 0.
bearVolume = 0.
if fvgs.size() > 0
for fvg in fvgs
if fvg.isBull
bullCount += 1
bullVolume += fvg.totalVol
else
bearCount += 1
bearVolume += fvg.totalVol
dash.cell(0, 0, "FVG Type", text_color = chart.fg_color)
dash.cell(1, 0, "On Chart", text_color = chart.fg_color)
dash.cell(2, 0, "Total Volume", text_color = chart.fg_color)
dash.cell(0, 1, "Bullish FVG", text_color = color.new(bullColor, 0))
dash.cell(1, 1, str.tostring(bullCount), text_color = chart.fg_color)
dash.cell(2, 1, str.tostring(bullVolume, format.volume), text_color = chart.fg_color)
dash.cell(0, 2, "Bearish FVG", text_color = color.new(bearColor, 0))
dash.cell(1, 2, str.tostring(bearCount), text_color = chart.fg_color)
dash.cell(2, 2, str.tostring(bearVolume, format.volume), text_color = chart.fg_color)
// }