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("Fair Value Gap Absorption Indicator [LuxAlgo]", "LuxAlgo - Fair Value Gap Absorption Indicator", overlay = true, max_boxes_count = 500)
//------------------------------------------------------------------------------
// Settings
//-----------------------------------------------------------------------------{
fvgTT = 'The script displays the fair value gaps whose width is larger than a fixed-length atr (average true range) value multiplied by the value of the option.\n\n' +
'The option value set to 0 means no filtering is applied.\n\n' +
'Remark: no filtering will be applied for the first 144 (atr fixed-length) candles since the atr value won\'t be present'
fvgTH = input.float(.5, 'Fair Value Gap Width Filter', minval = 0, step = .1, tooltip = fvgTT)
fvgBC = input.color(color.new(#089981, 55), 'Bullish, Imbalance', inline = 'VA')
fvgAC = input.color(color.new(#787b86, 77), 'Mitigation', inline = 'VA')
fvgSC = input.color(color.new(#f23645, 55), 'Bearish, Imbalance', inline = 'VD')
fvgFC = input.color(color.new(#787b86, 77), 'Mitigation', inline = 'VD')
fvgPT = 'Displays percentage value of the mitigation area'
fvgPR = input.bool (true, 'Display Percentage of Mitigation', tooltip = fvgPT)
fvgFT = 'Toggles the visibility of the historical fair value gaps'
fvgVF = input.bool (true, 'Historical Fair Value Gaps', inline = 'FL', tooltip = fvgFT)
//-----------------------------------------------------------------------------}
// User Defined Types
//-----------------------------------------------------------------------------{
type bar
float h = high
float l = low
float c = close
int i = bar_index
type FVG
box [] uFVG
box [] mFVG
box [] tFVG
line [] lFVG
//-----------------------------------------------------------------------------}
// Variables
//-----------------------------------------------------------------------------{
bar b = bar.new()
var FVG fvg = FVG.new(
array.new <box> (na),
array.new <box> (na),
array.new <box> (na),
array.new <line> (na)
)
var bool last = na
//-----------------------------------------------------------------------------}
// Functions / Methods
//-----------------------------------------------------------------------------{
method clear(FVG _id, _h) =>
arr = array.from(_id.uFVG.pop(), _id.mFVG.pop(), _id.tFVG.pop())
if not _h
for bx in arr
bx.delete()
_id.lFVG.pop().delete()
else
_id.lFVG.pop()
na
method update(FVG _id, _h, _l, _p) =>
cUB = _id.uFVG.get(0)
tUB = cUB.get_top()
bUB = cUB.get_bottom()
cMB = _id.mFVG.get(0)
tMB = cMB.get_top()
bMB = cMB.get_bottom()
cTB = _id.tFVG.get(0)
cL = _id.lFVG.get(0)
if _h > bUB and _l < tUB
if _p
if _l > bUB
cMB.set_bottom(math.min(_l, bMB))
cUB.set_top(math.min(_l, bMB))
if fvgPR
cTB.set_text(str.tostring((tMB - math.min(_l, bMB)) / (tMB - bUB), '#.#%'))
else
cMB.set_bottom(bUB)
cUB.set_top(bUB)
cTB.set_text('')
fvg.clear(fvgVF)
else
if _h < tUB
cMB.set_top(math.max(_h, tMB))
cUB.set_bottom(math.max(_h, tMB))
if fvgPR
cTB.set_text(str.tostring((math.max(_h, tMB) - bMB) / (tUB - bMB), '#.#%'))
else
cMB.set_top(tUB)
cUB.set_bottom(tUB)
cTB.set_text('')
fvg.clear(fvgVF)
cMB.set_right(b.i)
cUB.set_right(b.i)
cTB.set_right(b.i)
cL.set_x2(b.i)
//-----------------------------------------------------------------------------}
// Calculations
//-----------------------------------------------------------------------------{
bullG = b.l > b.h[1]
bearG = b.h < b.l[1]
atr = nz(ta.atr(144)) * fvgTH
bull = (b.l - b.h[2]) > atr and b.l > b.h[2] and b.c[1] > b.h[2] and not (bullG or bullG[1])
if bull
if fvg.uFVG.size() > 0
fvg.clear(fvgVF)
fvg.uFVG.push(box.new (b.i - 1, b.l, b.i, b.h[2], na, bgcolor = fvgBC))
fvg.mFVG.push(box.new (b.i - 1, b.l, b.i, b.l , na, bgcolor = fvgAC))
fvg.tFVG.push(box.new (b.i - 1, b.l, b.i, b.h[2], na, bgcolor = color(na), text_color = chart.fg_color, text_size = size.small))
fvg.lFVG.push(line.new(b.i - 1, b.h[2], b.i, b.h[2], color = fvgBC, width = 2))
last := true
bear = (b.l[2] - b.h) > atr and b.h < b.l[2] and b.c[1] < b.l[2] and not (bearG or bearG[1])
if bear
if fvg.uFVG.size() > 0
fvg.clear(fvgVF)
fvg.uFVG.push(box.new (b.i - 1, b.l[2], b.i, b.h, na, bgcolor = fvgSC))
fvg.mFVG.push(box.new (b.i - 1, b.h , b.i, b.h, na, bgcolor = fvgFC))
fvg.tFVG.push(box.new (b.i - 1, b.l[2], b.i, b.h, na, bgcolor = color(na), text_color = chart.fg_color, text_size = size.small))
fvg.lFVG.push(line.new(b.i - 1, b.l[2], b.i, b.l[2], color = fvgSC, width = 2))
last := false
if bullG or bearG
if fvg.uFVG.size() > 0
fvg.clear(fvgVF)
if fvg.uFVG.size() > 0
fvg.update(b.h, b.l, last)
//-----------------------------------------------------------------------------}