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// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TFlab
//@version=5
indicator("FVG Detector [TradingFinder] Fair Value Gap-Imbalance-Mitigated" , "FVG Finder" , overlay = true, max_lines_count = 500 , max_labels_count = 500)
//input and setting
VFVGFilter = input.string('On', 'FVG Filter', ['On' , 'Off'],
tooltip = 'If FVG Filter is Turned on,' +
'an Attempt is made to Detect the Optimal FVG' +
'for the Order Block Using an Error Ccorrection Algorithm.' , group = 'FVG Setting')
VFVGFilterType = input.string('Defensive', 'FVG Filter Type', ['Very Aggressive' , 'Aggressive' , 'Defensive' , 'Very Defensive'],
tooltip = 'You Can Filter FVGs with 4 Different Methods.' +
'The Difference Between These Methods is in The Number and Quality of Detected FVGs.' +
'As The Methods Move Towards Becoming Defensive, The Number of FVGs Decreases and Their Quality Increases.' , group = 'FVG Setting')
VShowDeFVG = input.bool(true, ' Show Demand FVG')
VShowSuFVG = input.bool(true, ' Show Supply FVG')
//FVG Detector Function
FVGDetector(FVGFilter, FVGFilterType, ShowDeFVG, ShowSuFVG)=>
var float DDFVG = 0.0 //Demand Distal Fair Value Gap
var float DPFVG = 0.0 //Demand Proximal Fair Value Gap
var float SDFVG = 0.0 //Supply Distal Fair Value Gap
var float SPFVG = 0.0 //Supply Proximal Fair Value Gap
var int BarDFVG = 0 //Bar Index Demand Fair Value Gap
var int BarSFVG = 0 //Bar Index Supply Fair Value Gap
var line DDistal = na
var line DProximal = na
var linefill Dfillline = na
var line SDistal = na
var line SProximal = na
var linefill Sfillline = na
var label DFVGLabel = na
var label SFVGLabel = na
var bool DMitigated = true
var bool SMitigated = true
//ATR
ATR = ta.atr(55)
//Demand FVG Filter Method {Choose and switch}
DConditionFVG = if FVGFilter == 'Off'
(low > high[2] )
else if FVGFilter == 'On'
switch FVGFilterType
'Very Aggressive' => (low > high[2] ) and (high > high[1] )
'Aggressive' => ((low > high[2] )and ((high[1] - low[1]) >= (1.0 * ATR)) and (high > high[1] ))
'Defensive' => ((low > high[2] )and ((high[1] - low[1]) >= (1.5 * ATR)) and (high > high[1] ))
and ((close[2] - open[2] > 0 and close[1] - open[1] > 0) or math.abs((close[1] - open[1])/(high[1] - low[1])) > 0.7)
'Very Defensive' => ((low > high[2] )and ((high[1] - low[1]) >= (1.5 * ATR)) and (high > high[1] ))
and ((close[2] - open[2] > 0 and close[1] - open[1] > 0) and math.abs((close[1] - open[1])/(high[1] - low[1])) > 0.7)
and math.abs((close[2] - open[2])/(high[2] - low[2])) > 0.35 and math.abs((close - open)/(high - low)) > 0.35
//Supply FVG Filter Method {Choose and switch}
SConditionFVG = if FVGFilter == 'Off'
(high < low[2] )
else if FVGFilter == 'On'
switch FVGFilterType
'Very Aggressive' => (high < low[2] ) and (low[1] > low )
'Aggressive' => ((high < low[2] )and ((high[1] - low[1]) >= (1.0 * ATR)) and (low[1] > low ))
'Defensive' => ((high < low[2] )and ((high[1] - low[1]) >= (1.5 * ATR)) and (low[1] > low ))
and ((close[2] - open[2] < 0 and close[1] - open[1] < 0) or math.abs((close[1] - open[1])/(high[1] - low[1])) > 0.7)
'Very Defensive' => ((high < low[2] )and ((high[1] - low[1]) >= (1.5 * ATR)) and (low[1] > low ))
and ((close[2] - open[2] < 0 and close[1] - open[1] < 0) and math.abs((close[1] - open[1])/(high[1] - low[1])) > 0.7)
and math.abs((close[2] - open[2])/(high[2] - low[2])) > 0.35 and math.abs((close - open)/(high - low)) > 0.35
//Supply and Demand Fair Value Gap Detector
//Demand FVG Detector
if DConditionFVG and ShowDeFVG
DDFVG := high[2]
DPFVG := low
BarDFVG := bar_index
DDistal := line.new(BarDFVG, DDFVG, BarDFVG , DDFVG , color = color.rgb(0, 0, 0) , style = line.style_dotted , width = 1)
DProximal := line.new(BarDFVG, DPFVG, BarDFVG , DPFVG , color = color.rgb(0, 0, 0) , style = line.style_dotted , width = 1)
Dfillline := linefill.new(DDistal ,DProximal ,color = #a9d60580 )
DFVGLabel := label.new(BarDFVG,DDFVG , text = 'FVG', style = label.style_label_up ,
color = color.rgb(255, 255, 255, 100) , textcolor = #000000 ,
textalign = text.align_center , size = size.small )
if ((low > DDFVG ) or DDFVG == DDFVG[1]) and DMitigated == true
line.set_x2(DDistal, bar_index + 1 )
line.set_x2(DProximal, bar_index + 1)
label.set_x(DFVGLabel , math.round((BarDFVG + bar_index) /2) )
if ((low[1] >= DPFVG ) and (low <= DPFVG ))
DMitigated := false
if DConditionFVG
DMitigated := true
//Supply FVG Detector
if SConditionFVG and ShowSuFVG
SDFVG := low[2]
SPFVG := high
BarSFVG:= bar_index
SDistal := line.new(BarSFVG, SDFVG, BarSFVG + 10 , SDFVG , color = color.rgb(0, 0, 0) , style = line.style_dotted , width = 1)
SProximal := line.new(BarSFVG, SPFVG, BarSFVG + 10 , SPFVG , color = color.rgb(0, 0, 0) , style = line.style_dotted , width = 1)
Sfillline := linefill.new(SDistal ,SProximal ,color = #ff7d044d )
SFVGLabel := label.new(BarSFVG,SDFVG , text = 'FVG', style = label.style_label_down ,
color = color.rgb(255, 255, 255, 100) , textcolor = #000000 ,
textalign = text.align_center , size = size.small )
if ((high < SDFVG) or SDFVG == SDFVG[1]) and SMitigated == true
line.set_x2(SDistal, bar_index + 1 )
line.set_x2(SProximal, bar_index + 1)
label.set_x(SFVGLabel , math.round((BarSFVG + bar_index) /2) )
if ((high >= SPFVG) and (high[1] <= SPFVG))
SMitigated := false
if SConditionFVG
SMitigated := true
//Function Call
FVGDetector(VFVGFilter, VFVGFilterType, VShowDeFVG, VShowSuFVG)