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 Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © BigBeluga
//@version=5
indicator("Fair Value Gap & Gap Profile [BigBeluga]", overlay=true, shorttitle="FVG+GP [BigBeluga]", max_boxes_count = 500, max_lines_count = 500, max_bars_back = 1000)
// ＩＮＰＵＴＳ ========================================================================================================{
int extend = input.int(20, "Gap Extend Length", minval=1, maxval=20) // Length to extend the gap
int filter = input.int(10, "Gap Filter Length", inline = "Filter") // Filter length for gaps
bool off_filter = input.bool(true, "ON/OFF", inline = "Filter") // Toggle filter on/off
// Plot settings
bool show_all = input.bool(false, "Show Filled Gaps", group = "Plot") // Show all filled gaps
bool show_lvl = input.bool(true, "Show Filled Gaps Levels", group = "Plot") // Show filled gaps levels
bool show_prf = input.bool(false, "Show Gap Profile", group = "Plot") // Show gap profile
// Colors for bullish and bearish gaps
color col_bull = input.color(#22c1c7, "Color ⭡") // Bullish gap color
color col_bear = input.color(#c72253, "Color 🠗") // Bearish gap color
// Variables to store lines and boxes
var line[] lines = array.new<line>() // Array to store lines
var box[] boxes = array.new<box>() // Array to store boxes
// Variables to store box and line instances
box box1 = na
box box2 = na
line l1 = na
line l2 = na
// Gap type to store gap properties
type gap
float max
float min
float avg
int n
var gap gap = gap.new(na, na, na, na) // Initialize gap variable
var bool isBull_gap = na // Boolean to identify bullish gap
var bool isBear_gap = na // Boolean to identify bearish gap
// Loock Back Periods
int loockback = 200
int loockback1 = 2000
// }
// ＣＡＬＣＵＬＡＴＩＯＮＳ ============================================================================================={
// @method Draws a box representing the gap area
// @param color Color of the box
// @param txt Text to display inside the box
// @returns (void)
method draw_box(color color, vol, n_vol)=>
text_ = str.tostring(vol, format.volume)
box.new(left=gap.n-1, top=gap.max, right=gap.n+extend, bottom=gap.min,
border_width = 1,
border_color = color,
bgcolor = color.from_gradient(n_vol, 0, 5, na, color.new(color, 40)),
text = text_,
text_color = chart.fg_color,
text_size = size.tiny,
text_valign = text.align_bottom,
text_halign = text.align_right
)
// @method Draws a line at a specific y-coordinate
// @param color Color of the line
// @param y1 Y-coordinate of the line
// @returns (void)
method draw_line(color color, y1)=>
line.new(gap.n, y1, bar_index, y1,
width = 1,
style = line.style_solid,
color = color.new(color, 0)
)
// @function Extends the lines representing gaps
// @param lineArray Array of lines to extend
// @param boxes Array of boxes associated with the lines
// @returns (void)
extend_line(lineArray, boxes) =>
if lineArray.size() > 0
for i = lineArray.size() - 1 to 0 by 1
x2 = line.get_x2(array.get(lineArray, i))
yValue = line.get_y1(array.get(lineArray, i))
if bar_index == x2 and not(high > yValue and low < yValue)
line.set_x2(lineArray.get(i), bar_index+1)
if (high > yValue and low < yValue)
switch
show_lvl => line.set_style(lineArray.get(i), line.style_dashed),
line.set_color(lineArray.get(i), color.new(chart.fg_color, 60))
not show_lvl => line.delete(lineArray.get(i))
switch
show_all => box.set_text(boxes.get(i), "🗹")
not show_all => box.delete(boxes.get(i))
// @method Checks if the current bar is within the allowed lookback period
// @param loockback Lookback period to check
// @returns (bool) True if within lookback period, else false
method allowed(int loockback)=>
last_bar_index - bar_index < loockback
// Gap Filters
diff = close - open
filt_up = off_filter ? diff[1] == ta.highest(diff, filter) : true // Filter for bullish gap
filt_dn = off_filter ? diff[1] == ta.lowest(diff, filter) : true // Filter for bearish gap
if loockback1.allowed()
isBull_gap := high[2] < low and high[2] < high[1] and low[2] < low and filt_up
isBear_gap := low[2] > high and low[2] > low[1] and high[2] > high and filt_dn
// Normalized Volume
n_vol = volume / ta.stdev(volume, 200)
// }
// ＰＬＯＴ============================================================================================================={
if isBull_gap
gap.min := high[2]
gap.max := low
gap.n := bar_index[1]
gap.avg := (gap.min + gap.max) / 2
box1 := col_bull.draw_box(volume, n_vol)
l1 := col_bull.draw_line(gap.min)
lines.push(l1)
boxes.push(box1)
if isBear_gap
gap.min := high
gap.max := low[2]
gap.n := bar_index[1]
gap.avg := (gap.min + gap.max) / 2
box2 := col_bear.draw_box(volume, n_vol)
l2 := col_bear.draw_line(gap.max)
lines.push(l2)
boxes.push(box2)
if loockback1.allowed()
extend_line(lines, boxes)
// Fair Value Gap Profile
int numBins = 200
var int[] Bins = array.new_int(numBins, 0)
float lowestPrice = ta.lowest(loockback1)
float highestPrice = ta.highest(loockback1)
if loockback.allowed() and show_prf
binSize = (highestPrice - lowestPrice) / numBins
for i = 0 to numBins - 1
if close > gap.min[i] and close < gap.max[i]
Bins.set(i, Bins.get(i) + 1)
if barstate.islast
// Vertical Line
line.new(bar_index - loockback, highestPrice, bar_index - loockback, lowestPrice,
color = color.new(chart.fg_color, 60),
style = line.style_dotted)
for i = 0 to numBins - 1
binLower = lowestPrice + i * binSize
gap_get = Bins.get(i)
line.new(bar_index + 50, binLower, bar_index + 50 - gap_get, binLower,
color = color.new(chart.fg_color, 60),
style = line.style_dotted)
// Signals
plotchar(ta.crossover(low, gap.max),
title = "Support Bullish Gap",
char = "•",
location = location.belowbar,
color = col_bull,
size = size.tiny,
offset = -1)
plotchar(ta.crossunder(high, gap.min),
title = "Resist Bearish Gap",
char = "•",
location = location.abovebar,
color = col_bear,
size = size.tiny,
offset = -1)
// }