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("HTF Fair Value Gap [LuxAlgo]", "LuxAlgo - HTF Fair Value Gap", overlay = true)
//------------------------------------------------------------------------------
//Settings
//-----------------------------------------------------------------------------{
tf = input.timeframe('D', 'Timeframe')
//Style
offset = input.int(20, minval = 1, group = 'Style')
width = input.int(20, minval = 1, group = 'Style')
bullCss = input(#089981, 'Bullish FVG', group = 'Style')
bearCss = input(#f23645, 'Bearish FVG', group = 'Style')
//Dashboard
showDash = input(true, 'Show Dashboard', group = 'Dashboard')
dashLoc = input.string('Top Right', 'Location', options = ['Top Right', 'Bottom Right', 'Bottom Left'], group = 'Dashboard')
textSize = input.string('Small', 'Size' , options = ['Tiny', 'Small', 'Normal'], group = 'Dashboard')
//-----------------------------------------------------------------------------}
//UDT's
//-----------------------------------------------------------------------------{
type fvg
float max
float min
int left
int right
bool isbull
bool ismitigated = false
//-----------------------------------------------------------------------------}
//Functions
//-----------------------------------------------------------------------------{
detect(itf)=>
var fvg fvg_object = na
[h, l, t] = request.security_lower_tf(syminfo.tickerid, itf, [high, low, time])
//If bullish FVG
if low > high[2] and close > high[2]
left = 0, right = 0, min_top = low, min_btm = low
//Search for top time coordinate
if l.size() > 0
for i = 0 to l.size()-1
dtop = math.abs(l.get(i) - low)
min_top := math.min(dtop, min_top)
right := dtop == min_top ? t.get(i) : right
//Search for bottom time coordinate
if (h[2]).size() > 0
for i = 0 to (h[2]).size()-1
dbtm = math.abs((h[2]).get(i) - high[2])
min_btm := math.min(dbtm, min_btm)
left := dbtm == min_btm ? (t[2]).get(i) : left
fvg_object := fvg.new(low, high[2], left, right, true)
//If bearish FVG
else if high < low[2] and close < low[2]
left = 0, right = 0, min_top = low, min_btm = low
//Search for top time coordinate
if (l[2]).size() > 0
for i = 0 to (l[2]).size()-1
dtop = math.abs((l[2]).get(i) - low[2])
min_top := math.min(dtop, min_top)
right := dtop == min_top ? (t[2]).get(i) : right
//Search for bottom time coordinate
if h.size() > 0
for i = 0 to h.size()-1
dbtm = math.abs(h.get(i) - high)
min_btm := math.min(dbtm, min_btm)
left := dbtm == min_btm ? t.get(i) : left
fvg_object := fvg.new(low[2], high, left, right, false)
fvg_object
method set_line_properties(line id, x1, y1, x2, y2, css)=>
id.set_xy1(x1, y1)
id.set_xy2(x2, y2)
id.set_color(css)
//-----------------------------------------------------------------------------}
//Check TF
//-----------------------------------------------------------------------------{
if timeframe.in_seconds(timeframe.period) >= timeframe.in_seconds(tf)
runtime.error('Chart timeframe needs to be lower than user set timeframe')
//-----------------------------------------------------------------------------}
//FVG Detection
//-----------------------------------------------------------------------------{
var float max = na
var float min = na
var int top_x1 = na
var int btm_x1 = na
var mitigated = false
n = bar_index
fvg_object = request.security(syminfo.tickerid, tf, detect(timeframe.period))
new_fvg = fvg_object.left != fvg_object.left[1]
//Trailing maximum/minimum
if new_fvg
max := high
min := low
else
max := math.max(high, max)
min := math.min(low, min)
if fvg_object.isbull
if close < fvg_object.min
fvg_object.ismitigated := true
else
if close > fvg_object.min
fvg_object.ismitigated := true
//-----------------------------------------------------------------------------}
//Dashboard
//-----------------------------------------------------------------------------{
var table_position = dashLoc == 'Bottom Left' ? position.bottom_left
: dashLoc == 'Top Right' ? position.top_right
: position.bottom_right
var table_size = textSize == 'Tiny' ? size.tiny
: textSize == 'Small' ? size.small
: size.normal
var tb = table.new(table_position, 2, 2
, bgcolor = #1e222d
, border_color = #373a46
, border_width = 1
, frame_color = #373a46
, frame_width = 1)
if barstate.isfirst
tb.cell(0, 0, 'HTF FVG', text_color = color.white, text_size = table_size)
tb.cell(0, 1, 'Status', text_color = color.white, text_size = table_size)
tb.merge_cells(0, 0, 1, 0)
//-----------------------------------------------------------------------------}
//Display
//-----------------------------------------------------------------------------{
var area = box.new(na,na,na,na,na)
var avgl = line.new(na,na,na,na)
var upwick = line.new(na,na,na,na)
var dnwick = line.new(na,na,na,na)
var topcord = line.new(na,na,na,na, xloc.bar_time, style = line.style_dashed)
var btmcord = line.new(na,na,na,na, xloc.bar_time, style = line.style_dashed)
var topcord_ext = line.new(na,na,na,na, style = line.style_dashed)
var btmcord_ext = line.new(na,na,na,na, style = line.style_dashed)
var status = label.new(na,na, style = label.style_label_left, size = size.tiny)
if barstate.islast
css = fvg_object.isbull ? bullCss : bearCss
avg = math.avg(fvg_object.max, fvg_object.min)
//FVG Area
area.set_lefttop(n + offset, fvg_object.max)
area.set_rightbottom(n + offset + width, fvg_object.min)
area.set_bgcolor(color.new(css, 50))
area.set_border_color(fvg_object.ismitigated ? na : css)
//FVG Average
avgl.set_line_properties(n + offset, avg, n + offset + width, avg, css)
//Wicks
upwick.set_line_properties(n + offset + int(width / 2), math.max(max, fvg_object.max), n + offset + int(width / 2), fvg_object.max, css)
dnwick.set_line_properties(n + offset + int(width / 2), math.min(min, fvg_object.min), n + offset + int(width / 2), fvg_object.min, css)
//Coordinates
topcord.set_line_properties(fvg_object.right, fvg_object.max, time, fvg_object.max, css)
btmcord.set_line_properties(fvg_object.left, fvg_object.min, time, fvg_object.min, css)
//Extend
topcord_ext.set_line_properties(n, fvg_object.max, n + offset-1, fvg_object.max, css)
btmcord_ext.set_line_properties(n, fvg_object.min, n + offset-1, fvg_object.min, css)
//Set dashboard status
tb.cell(1, 1, fvg_object.ismitigated ? 'Mitigated' : 'Unmitigated'
, bgcolor = color.new(css, 80)
, text_color = css
, text_size = table_size)
//-----------------------------------------------------------------------------}
//Plots
//-----------------------------------------------------------------------------{
bgcolor(new_fvg and fvg_object.isbull ? color.new(bullCss, 50)
: new_fvg and not fvg_object.isbull ? color.new(bearCss, 50)
: na
, title = 'HTF FVG Detection')
//-----------------------------------------------------------------------------}