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 a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo
//@version=5
indicator("Liquidity Voids (FVG) [LuxAlgo]", "LuxAlgo - Liquidity Voids (FVG)", overlay = true, max_boxes_count = 500)
//------------------------------------------------------------------------------
// Settings
//-----------------------------------------------------------------------------{
mdTT = 'The mode option controls the number of visual objects presented, where\n\n- Historical, takes into account all data available to the user\n- Present, takes into account only the last X bars specified in the \'# Bars\' option'
mode = input.string('Historical', title = 'Mode', options =['Present', 'Historical'], inline = 'MOD')
back = input.int (360, ' # Bars', minval = 100, maxval = 5000, step = 10, inline = 'MOD', tooltip = mdTT)
lqGR = 'Liquidity Detection'
lqTT = 'Act as a filter while detecting the Liquidity Voids. When set to 0 means no filtering is applied, increasing the value causes the script to check the width of the void compared to a fixed-length ATR value'
lqTH = input.float(.5, 'Liquidity Voids Threshold', minval = 0, step = .1, group = lqGR, tooltip = lqTT)
lqBC = input.color(color.new(#089981, 73), 'Bullish', inline = 'VD', group = lqGR)
lqSC = input.color(color.new(#f23645, 73), 'Bearish', inline = 'VD', group = lqGR)
lqTX = input.bool (false, 'Label', inline = 'VD', group = lqGR)
lqFT = 'Toggles the visibility of the Filled Liquidity Voids'
lqVF = input.bool (true, 'Filled Liquidity Voids', inline = 'FL', group = lqGR, tooltip = lqFT)
lqFC = input.color(color.new(#787b86, 73), '', inline = 'FL', group = lqGR)
//-----------------------------------------------------------------------------}
// User Defined Types
//-----------------------------------------------------------------------------{
// @type bar properties with their values
//
// @field h (float) high price of the bar
// @field l (float) low price of the bar
// @field c (float) close price of the bar
// @field i (int) index of the bar
type bar
float h = high
float l = low
float c = close
int i = bar_index
//-----------------------------------------------------------------------------}
// Variables
//-----------------------------------------------------------------------------{
bar b = bar.new()
var lqV = array.new_box()
//-----------------------------------------------------------------------------}
// Calculations
//-----------------------------------------------------------------------------{
per = mode == 'Present' ? last_bar_index - b.i <= back : true
atr = ta.atr(144) * lqTH
if per
bull = (b.l - b.h[2]) > atr and b.l > b.h[2] and b.c[1] > b.h[2]
if bull
l = 13
if bull[1]
st = math.abs(b.l - b.l[1]) / l
for i = 0 to l - 1
array.push(lqV, box.new(b.i - 2, b.l[1] + (i + 1) * st, b.i, b.l[1] + i * st, na, bgcolor = lqBC ))
else
st = math.abs(b.l - b.h[2]) / l
for i = 0 to l - 1
if lqTX and i == 0
array.push(lqV, box.new(b.i - 2, b.h[2] + (i + 1) * st, b.i, b.h[2] + i * st, na, text = 'Liquidity Void ', text_size = size.tiny, text_halign = text.align_right, text_valign = text.align_bottom, text_color = na, bgcolor = lqBC ))
else
array.push(lqV, box.new(b.i - 2, b.h[2] + (i + 1) * st, b.i, b.h[2] + i * st, na, bgcolor = lqBC ))
bear = (b.l[2] - b.h) > atr and b.h < b.l[2] and b.c[1] < b.l[2]
if bear
l = 13
if bear[1]
st = math.abs(b.h[1] - b.h) / l
for i = 0 to l - 1
array.push(lqV, box.new(b.i - 2, b.h + (i + 1) * st, b.i, b.h + i * st, na, bgcolor = lqSC ))
else
st = math.abs(b.l[2] - b.h) / l
for i = 0 to l - 1
if lqTX and i == l - 1
array.push(lqV, box.new(b.i - 2, b.h + (i + 1) * st, b.i, b.h + i * st, na, text = 'Liquidity Void ', text_size = size.tiny, text_halign = text.align_right, text_valign = text.align_top, text_color = na, bgcolor = lqSC ))
else
array.push(lqV, box.new(b.i - 2, b.h + (i + 1) * st, b.i, b.h + i * st, na, bgcolor = lqSC ))
if lqV.size() > 0
qt = lqV.size()
for bn = qt - 1 to 0
if bn < lqV.size()
cb = lqV.get(bn)
tBX = cb.get_top()
bBX = cb.get_bottom()
if b.h > bBX and b.l < tBX
if lqVF
cb.set_bgcolor(lqFC)
else
cb.delete()
lqV.remove(bn)
else
cb.set_right(b.i + 1)
if b.i - cb.get_left() > 21
cb.set_text_color(chart.fg_color)
if lqV.size() > 500
lqV.shift()
//-----------------------------------------------------------------------------}