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// 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/
// © Zeiierman {
//@version=6
indicator('Multitimeframe Fair Value Gap – FVG (Zeiierman)',shorttitle = "MTF FVG (Zeiierman)", overlay = true, max_bars_back = 5000, max_boxes_count = 500)
//~~}
//~~ Tooltips {
var string t1 = "Select the timeframe for calculating Fair Value Gaps (FVGs).\n\nThis setting controls which candle data
is used to identify FVGs. For example, selecting '15' uses the 15-minute chart even if you’re viewing a different timeframe.
\n\nA higher timeframe (e.g., 1H, 4H) can show more significant institutional gaps, while a lower timeframe (e.g., 5min)
can detect intraday inefficiencies."
var string t2 = "Adjusts the minimum required candle body size (relative to average) to validate a Fair Value Gap.
\n\n**How it works:**\nA wick is considered significant only if it is greater than or equal to the average body size
multiplied by this sensitivity.\n\n- Increase to only show strong, impulsive moves (fewer but more powerful FVGs).
\n- Decrease to detect more FVGs, including minor ones (may include noise)."
var string t3 = "Enable this to consider a Fair Value Gap 'mitigated' when price reaches the midpoint of the gap.
\n\n**Without this**, mitigation requires full price fill from top to bottom of the gap.\n**With this**,
a touch of the midpoint is enough to consider the imbalance resolved.\n\nMidpoint logic allows earlier detection of
mitigation for traders seeking speed over precision."
var string t4 = "Toggle the visibility of the Fair Value Gap summary table on the chart.\n\nThis table shows each FVG’s
placement and context. Turning it off hides the visual output (but the logic still runs)."
var string t5 = "Adjust the horizontal distance from the current bar to where the FVG info table begins.\n\n**Increase**
to move the table further to the left (away from price).\n**Decrease** to pull the table closer to price action.\nUseful
for positioning the overlay in non-intrusive areas."
var string t6 = "Set how far the FVG data table extends to the right of each row.\n\n**Larger values** give more space
per FVG block, useful for long labels or wide screens.\n**Smaller values** create a more compact layout, saving screen real estate."
var string t7 = "Control how far each Fair Value Gap box extends into the future.\n\nThis determines the horizontal
length (in bars) of the visual box representing the FVG.\n\n- A higher value keeps unfilled gaps visible longer
(good for swing traders).\n- A lower value limits clutter on active charts (better for scalpers)."
var string t8 = "Set the background color used to display **buy-side Fair Value Gaps** (bullish direction).\n\nA more
transparent color makes it subtle, while a more opaque shade makes it prominent."
var string t9 = "Set the background color used to display **sell-side Fair Value Gaps** (bearish direction).\n\nUse
this to visually distinguish bearish gaps from bullish ones."
var string t10 = "Set the base color used for all FVG boxes and borders.\n\nThis neutral tone is used before the price
fills the gap, or for the general FVG zone display.\nCombine with bullish/bearish highlights for a multi-layered visual effect."
var string t11 = "Toggle the display of a trendline based on the average direction of valid Fair Value Gaps.
\n\n**Enabled:** You'll see a dynamic line that updates based on confirmed FVGs, giving directional context.
\n**Disabled:** No trendline is shown, only individual FVGs are plotted."
var string t12 = "Sets the ripple level (in decibels) for the low-pass trend filter that processes FVG trend direction.
\n\nHigher values allow more fluctuations (more sensitive).\nLower values produce smoother, slower trend transitions.
\n\nRecommended: Start with 10dB and adjust based on market noise."
var string t13 = "Sets the cutoff frequency for the trend filter (range: 0 to 0.5).\n\n**Lower values** filter out
more noise (slower trend reaction).\n**Higher values** allow faster reaction to price changes.\n\nSet based on how
reactive you want the FVG trendline to be."
var string t14 = "Set the color of the **bullish trendline** when the FVG trend is rising.
\n\nUse a vibrant green or lime for clear uptrend confirmation."
var string t15 = "Set the color of the **bearish trendline** when the FVG trend is falling.
\n\nUse a strong red to clearly highlight downtrends based on FVGs."
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Inputs {
tf = input.timeframe('', title = 'Timeframe', group="FVG Timeframe",inline = 'tf')
BodySens = input.float(1.0, title = 'Sensativity', step = .1, minval = 0,group="FVG Timeframe",inline='tf', tooltip=t1+t2)
mit = input.bool(true,"Mitigated on mid", group="FVG Mitigation", tooltip=t3)
showActive = input.bool(false, title = 'Show FVG table', group="FVG Table", tooltip=t4)
TableLeft = input.int(5, title = 'Table Left', minval = 0, maxval = 30, group="FVG Table",inline = 'Tab') * 10
TableRight = input.int(10, title = 'Right', minval = 10, maxval = 50, group="FVG Table",inline = 'Tab', tooltip=t5+t6) * 10
extendLength= input.int(10,"Extend Boxes", group="FVG Style", tooltip=t7)
UpCol = input.color(color.new(#00ffbb, 50), title = '', group="FVG Style", inline = 'FVG')
DnCol = input.color(color.new(#ff1100, 50), title = '', group="FVG Style",inline = 'FVG')
Col = input.color(color.new(color.gray, 85), title = '', group="FVG Style", inline = 'FVG', tooltip=t8+t9+t10)
showTrend = input.bool(true, title = 'Show FVG Trend', group="Trend", tooltip=t11)
rp = input.float(10.0, "Passband Ripple (dB)", group="Trend",minval=0.1, step=0.1, tooltip=t12)
fc = input.float(0.1, "Cutoff Frequency (0 to 0.5)",group="Trend",minval=0.001, maxval=0.5, step=0.01, tooltip=t13)
TUpCol = input.color(color.lime, title = '', group="Trend",inline = 'Trend')
TDnCol = input.color(color.red, title = '', group="Trend",inline = 'Trend', tooltip=t14+t15)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Arrays {
type Data
array<box> fvg
array<box> bv
array<box> sv
array<line>mid
var bv = Data.new(array.new<box>(),array.new<box>(),array.new<box>(),array.new<line>())
var sv = Data.new(array.new<box>(),array.new<box>(),array.new<box>(),array.new<line>())
var save = array.new<float>(0)
var FVGs = array.new<box>()
var TLine = array.new<float>(1, 0.0)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Functions {
getMTF() => [close, high, low, high[2], low[2], volume]
getCandle() =>
wick = math.max(close, open) - math.min(close, open)
array.push(save, wick)
avgFVG = array.avg(save)
[wick, avgFVG]
getBarTime(t, barsOffset) =>
t + (barsOffset * timeframe.in_seconds(timeframe.period) * 1000)
BarsBack(val, hl) =>
back = time
for i = 0 to 4999 by 1
if val == hl[i]
back := time[i]
break
back
VolumePower(v,c,l,h,ca)=> ca ? math.round(math.round(v * (c - l) / (h - l)) / v * 100) :
math.round(math.round(v * (h - c) / (h - l)) / v * 100)
method Cleaner(Data d, cond) =>
if d.fvg.size()>0
for [i,e] in d.fvg
top = e.get_top()
bot = e.get_bottom()
mid = math.avg(top,bot)
Cond = mit ? (cond ? low<=mid : high>=mid) : (cond ? low <= bot : high >= top)
if Cond
e.delete()
d.mid.get(i).delete()
d.bv.get(i).delete()
d.sv.get(i).delete()
d.fvg.remove(i)
d.mid.remove(i)
d.bv.remove(i)
d.sv.remove(i)
UpdateFVG(Box) =>
if Box.size() > 0
for e in Box
date = str.format_time(e.get_left(),"yyyy-MM-dd HH:mm",syminfo.timezone)
b = box.new(bar_index + TableLeft, e.get_top(), bar_index + TableRight, e.get_bottom(),
bgcolor = close<e.get_bottom()?DnCol:UpCol, border_color = color(na),text=date,text_color=chart.fg_color)
FVGs.push(b)
FVG(l,l2,h,h2,c1,LBack,L2Back,HBack,H2Back,wick,avgFVG,buyVol,sellVol) =>
BullFVG = l > h2 and c1 > h2
BearFVG = h < l2 and c1 < l2
if BullFVG and not BullFVG[1] and wick >= avgFVG * BodySens
prev = array.get(TLine, 0)
array.unshift(TLine, math.avg(ohlc4, prev))
future = getBarTime(HBack,extendLength)
b = box.new(H2Back, l, future, h2, bgcolor = Col, border_color = Col, extend = extend.none,xloc = xloc.bar_time)
bv.fvg.unshift(b)
mid = math.avg(l,h2)
m = line.new(H2Back,mid,future,mid,xloc=xloc.bar_time,color=color.white,style=line.style_dashed)
bv.mid.unshift(m)
dist = (future-H2Back)
bb = box.new(H2Back,mid,int(H2Back+dist*(buyVol/100)),l,bgcolor = UpCol, border_color = UpCol, extend = extend.none,xloc = xloc.bar_time)
sb = box.new(H2Back,h2,int(H2Back+dist*(sellVol/100)),mid,bgcolor = DnCol, border_color = DnCol, extend = extend.none,xloc = xloc.bar_time)
bv.bv.unshift(bb)
bv.sv.unshift(sb)
if BearFVG and not BearFVG[1] and wick >= avgFVG * BodySens
prev = array.get(TLine, 0)
array.unshift(TLine, math.avg(ohlc4, prev))
future = getBarTime(LBack,extendLength)
b = box.new(L2Back, l2, future, h, bgcolor = Col, border_color = Col, extend = extend.none,xloc = xloc.bar_time)
sv.fvg.unshift(b)
mid = math.avg(l2,h)
m = line.new(L2Back,mid,future,mid,xloc=xloc.bar_time,color=color.white,style=line.style_dashed)
sv.mid.unshift(m)
dist = (future-L2Back)
bb = box.new(L2Back,mid,int(L2Back+dist*(buyVol/100)),l2,bgcolor = UpCol, border_color = UpCol, extend = extend.none,xloc = xloc.bar_time)
sb = box.new(L2Back,h,int(L2Back+dist*(sellVol/100)),mid,bgcolor = DnCol, border_color = DnCol, extend = extend.none,xloc = xloc.bar_time)
sv.bv.unshift(bb)
sv.sv.unshift(sb)
else
prev = array.get(TLine, 0)
array.unshift(TLine, prev)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Main {
[c1, h, l, h2, l2, v] = request.security(syminfo.tickerid, tf, getMTF(), lookahead = barmerge.lookahead_on)
[wick, avgFVG] = request.security(syminfo.tickerid, tf, getCandle(), lookahead = barmerge.lookahead_on)
HBack = BarsBack(h, high)
LBack = BarsBack(l, low)
H2Back = BarsBack(h2, high)
L2Back = BarsBack(l2, low)
buyVol = VolumePower(v, c1, l, h,true)
sellVol = VolumePower(v, c1, l, h,false)
FVG(l,l2,h,h2,c1,LBack,L2Back,HBack,H2Back,wick,avgFVG,buyVol,sellVol)
bv.Cleaner(true)
sv.Cleaner(false)
if showActive
b = box.new(bar_index + TableLeft, ta.max(high), bar_index + TableRight, ta.min(low), bgcolor = color.new(color.gray, 100), border_color = color.gray, extend = extend.none)
box.delete(b[1])
//Delete Old
for e in FVGs
e.delete()
//Insert new
FVGs.clear()
UpdateFVG(bv.fvg)
UpdateFVG(sv.fvg)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Trend {
var TCol = color.gray
Trend = array.get(TLine, 0)
TCol := Trend > Trend[1] ? TUpCol : Trend < Trend[1] ? TDnCol : TCol[1]
src = math.avg(h,l,Trend)
epsilon = math.sqrt(math.pow(10, rp/10) - 1)
d = math.sqrt(1 + epsilon*epsilon)
c = 1 / math.tan(math.pi * fc)
norm = 1 / (1 + d*c + c*c)
b0 = norm
b1 = 2 * norm
b2 = norm
a1 = 2 * norm * (1 - c*c)
a2 = norm * (1 - d*c + c*c)
trend = 0.0
trend := (bar_index < 2) ? src : (b0*src + b1*src[1] + b2*src[2] - a1*nz(trend[1]) - a2*nz(trend[2]))
Trend_ = plot(showTrend?trend:na, color=TCol, title="FVG Trend Filter")
visualclose = ta.ema(Trend,10)
visualclose_ = plot(visualclose, color=color.new(color.blue,100), title="visualtrend", editable = false)
fill(Trend_, visualclose_, trend, visualclose,color.new(TCol, 70),na, title="Fill")
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}